+606.9%
LULU vs SCCO
+1,107.1%
-500.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -2.7% | +1.0% | -0.7% |
| 30D | -18.1% | -0.7% | -17.4% | -18.3% |
| 3M | -18.8% | +8.1% | -26.9% | -22.4% |
| 6M | -39.2% | +4.1% | -43.3% | -41.8% |
| YTD | -52.4% | +41.1% | -93.5% | -60.8% |
| 1Y | -40.3% | +95.6% | -135.9% | -57.4% |
| 3Y | -75.1% | +179.3% | -254.4% | -85.3% |
| 5Y | -76.7% | +308.3% | -385.0% | -88.8% |
| 10Y | +52.7% | +1,090.2% | -1,037.5% | -58.9% |
| All | +606.9% | +1,107.1% | -500.2% | +40.3% |
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