+368.5%
SCCO vs LTH
+152.0%
+216.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +2.4% | -4.0% | +6.4% | +3.1% |
| 30D | +6.4% | -1.7% | +8.1% | +6.6% |
| 3M | +21.6% | +28.0% | -6.4% | +16.1% |
| 6M | +13.4% | +54.1% | -40.7% | +4.9% |
| YTD | +52.6% | +57.1% | -4.4% | +40.5% |
| 1Y | +122.4% | +45.8% | +76.6% | +106.7% |
| 3Y | +208.5% | +157.6% | +50.9% | +158.4% |
| All | +368.5% | +152.0% | +216.6% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling