+44.6%
LLY vs SCCO
-3.6%
+48.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.8% |
| 7D | +4.6% | +1.7% | +2.9% | +4.7% |
| 30D | +22.4% | -18.1% | +40.4% | +20.7% |
| 3M | +17.1% | -12.8% | +30.0% | +16.2% |
| 6M | +44.6% | -8.5% | +53.1% | +45.1% |
| All | +44.6% | -3.6% | +48.2% | +45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling