+1,063.5%
SCCO vs LH
+183.3%
+880.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -2.7% | -4.7% | +2.0% | -0.6% |
| 30D | -0.7% | -3.5% | +2.8% | +0.9% |
| 3M | +8.1% | +17.7% | -9.6% | +0.8% |
| 6M | +4.1% | +15.8% | -11.7% | -2.4% |
| YTD | +41.1% | +25.1% | +16.0% | +28.0% |
| 1Y | +95.6% | +12.5% | +83.1% | +84.6% |
| 3Y | +179.3% | +59.8% | +119.5% | +121.5% |
| 5Y | +308.3% | +27.1% | +281.2% | +251.6% |
| All | +1,063.5% | +183.3% | +880.3% | +535.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling