+33,174.6%
SCCO vs LH
+1,672.3%
+31,502.3%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.0% |
| 7D | +3.4% | -0.8% | +4.3% | +3.6% |
| 30D | +6.6% | +2.0% | +4.6% | +6.3% |
| 3M | +24.5% | +24.3% | +0.2% | +19.3% |
| 6M | +16.5% | +21.1% | -4.6% | +12.1% |
| YTD | +52.1% | +30.4% | +21.7% | +44.4% |
| 1Y | +114.2% | +18.4% | +95.8% | +106.6% |
| 3Y | +207.4% | +65.5% | +142.0% | +176.8% |
| 5Y | +353.7% | +29.9% | +323.9% | +324.7% |
| 10Y | +1,144.5% | +186.6% | +957.9% | +902.9% |
| All | +33,174.6% | +1,672.3% | +31,502.3% | +19,959.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling