+2,080.1%
LLY vs SCCO
+682.0%
+1,398.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.5% |
| 7D | +6.7% | -1.9% | +8.6% | +6.9% |
| 30D | +19.6% | -17.4% | +37.0% | +21.3% |
| 3M | +19.7% | -11.7% | +31.4% | +20.6% |
| 6M | +42.7% | -12.1% | +54.9% | +43.2% |
| YTD | +35.1% | +20.9% | +14.3% | +30.2% |
| 1Y | +42.2% | +31.3% | +10.8% | +35.7% |
| 3Y | +140.8% | +170.3% | -29.5% | +109.1% |
| 5Y | +480.6% | +240.8% | +239.8% | +382.4% |
| All | +2,080.1% | +682.0% | +1,398.1% | +1,473.1% |
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