-6.9%
LVS vs SCCO
+177.0%
-184.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -3.5% | -2.7% | -0.8% | -3.0% |
| 30D | -6.2% | -0.7% | -5.5% | -6.3% |
| 3M | -14.8% | +8.1% | -22.9% | -16.9% |
| 6M | -20.9% | +4.1% | -25.0% | -22.9% |
| YTD | -33.0% | +41.1% | -74.2% | -41.3% |
| 1Y | -20.0% | +95.6% | -115.6% | -37.6% |
| 3Y | -6.9% | +179.3% | -186.2% | -39.6% |
| All | -6.9% | +177.0% | -184.0% | -39.6% |
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