+46.5%
LNT vs SCCO
+177.0%
-130.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.0% | -2.7% | +1.6% | -1.0% |
| 30D | -4.2% | -0.7% | -3.5% | -4.3% |
| 3M | -6.7% | +8.1% | -14.8% | -7.0% |
| 6M | -3.6% | +4.1% | -7.7% | -4.0% |
| YTD | +5.9% | +41.1% | -35.2% | +3.2% |
| 1Y | +7.3% | +95.6% | -88.3% | +2.1% |
| 3Y | +46.5% | +179.3% | -132.8% | +27.3% |
| All | +46.5% | +177.0% | -130.6% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling