+201.0%
SCCO vs LCID
-92.2%
+293.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.1% | +6.0% | +5.1% |
| 7D | +3.4% | +1.8% | +1.7% | +3.2% |
| 30D | +6.6% | -34.2% | +40.8% | +12.6% |
| 3M | +24.5% | -9.1% | +33.6% | +22.4% |
| 6M | +16.5% | -52.6% | +69.1% | +26.1% |
| YTD | +52.1% | -56.2% | +108.3% | +65.6% |
| 1Y | +114.2% | -74.9% | +189.1% | +151.3% |
| All | +201.0% | -92.2% | +293.2% | +309.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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