+49.8%
LLY vs SCCO
+105.0%
-55.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | -0.2% |
| 7D | -3.2% | -2.7% | -0.5% | -3.2% |
| 30D | -7.4% | -0.2% | -7.3% | -7.4% |
| 3M | -1.0% | +17.8% | -18.8% | -0.9% |
| 6M | +12.5% | +2.3% | +10.3% | +11.3% |
| YTD | +5.0% | +41.6% | -36.6% | +4.5% |
| 1Y | +49.8% | +101.9% | -52.1% | +50.8% |
| All | +49.8% | +105.0% | -55.2% | +50.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling