-51.2%
LULU vs SCCO
+109.6%
-160.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.4% | -17.0% | -17.3% |
| 7D | -16.7% | -5.3% | -11.5% | -16.4% |
| 30D | -18.5% | +2.7% | -21.2% | -18.8% |
| 3M | -19.5% | +4.2% | -23.7% | -19.9% |
| 6M | -41.9% | -0.6% | -41.3% | -43.3% |
| YTD | -51.6% | +45.0% | -96.6% | -53.5% |
| 1Y | -51.2% | +109.3% | -160.5% | -56.1% |
| All | -51.2% | +109.6% | -160.8% | -56.1% |
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 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