-30.3%
LULU vs SCCO
+43.0%
-73.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.9% | +2.8% | +4.6% |
| 7D | +6.5% | -7.9% | +14.4% | +7.2% |
| 30D | +20.3% | -13.0% | +33.3% | +21.7% |
| 3M | -8.9% | -6.9% | -2.0% | -8.5% |
| 6M | -13.1% | +11.0% | -24.1% | -13.8% |
| YTD | -46.1% | +30.3% | -76.3% | -47.4% |
| 1Y | -30.3% | +45.0% | -75.2% | -36.9% |
| All | -30.3% | +43.0% | -73.2% | -36.9% |
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