+45.0%
SCCO vs LH
+44.2%
+0.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.9% |
| 7D | -7.9% | +2.1% | -10.0% | -8.4% |
| 30D | -13.0% | +19.2% | -32.2% | -17.4% |
| 3M | -6.9% | +18.0% | -24.9% | -10.9% |
| 6M | +11.0% | +46.1% | -35.1% | -1.7% |
| YTD | +30.3% | +47.7% | -17.4% | +17.8% |
| 1Y | +45.0% | +47.2% | -2.2% | +31.9% |
| All | +45.0% | +44.2% | +0.8% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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