+1,549.9%
LLY vs SCCO
+1,104.1%
+445.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -2.9% | -2.7% | -0.3% | -2.7% |
| 30D | -8.4% | -0.7% | -7.7% | -8.5% |
| 3M | -3.8% | +8.1% | -11.8% | -4.8% |
| 6M | +11.9% | +4.1% | +7.8% | +10.8% |
| YTD | +4.3% | +41.1% | -36.8% | -0.6% |
| 1Y | +48.5% | +95.6% | -47.1% | +36.2% |
| 3Y | +91.2% | +179.3% | -88.0% | +66.2% |
| 5Y | +387.5% | +308.3% | +79.2% | +297.4% |
| All | +1,549.9% | +1,104.1% | +445.8% | +967.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling