+5,083.9%
LITE vs SCCO
+1,019.5%
+4,064.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | -1.5% | -5.3% | +3.7% | +0.9% |
| 30D | +6.7% | +2.7% | +4.0% | +5.2% |
| 3M | -6.8% | +4.2% | -11.0% | -8.5% |
| 6M | +29.4% | -0.6% | +30.1% | +29.4% |
| YTD | +139.1% | +45.0% | +94.1% | +99.8% |
| 1Y | +521.0% | +109.3% | +411.7% | +349.4% |
| 3Y | +1,535.3% | +180.8% | +1,354.5% | +943.0% |
| 5Y | +889.8% | +314.3% | +575.6% | +430.4% |
| 10Y | +2,400.7% | +1,083.3% | +1,317.4% | +916.4% |
| All | +5,083.9% | +1,019.5% | +4,064.3% | +1,827.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling