+11,428.6%
LLY vs SCCO
+29,038.2%
-17,609.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.4% |
| 7D | +4.6% | +1.7% | +2.9% | +4.4% |
| 30D | +22.4% | -18.1% | +40.4% | +25.1% |
| 3M | +17.1% | -12.8% | +30.0% | +18.6% |
| 6M | +44.6% | -8.5% | +53.1% | +44.7% |
| YTD | +33.5% | +23.9% | +9.5% | +27.2% |
| 1Y | +41.1% | +30.0% | +11.1% | +33.5% |
| 3Y | +143.8% | +175.2% | -31.4% | +104.9% |
| 5Y | +473.4% | +249.4% | +224.0% | +357.9% |
| 10Y | +2,035.0% | +703.4% | +1,331.6% | +1,357.0% |
| All | +11,428.6% | +29,038.2% | -17,609.6% | +5,649.3% |
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