+271.1%
SCCO vs LTH
+180.7%
+90.3%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.6% | -2.8% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -17.4% | +15.7% | -33.1% | -19.5% |
| 3M | -11.7% | +5.0% | -16.6% | -12.6% |
| 6M | -12.1% | +37.7% | -49.8% | -17.2% |
| YTD | +20.9% | +75.0% | -54.1% | +9.1% |
| 1Y | +31.3% | +82.6% | -51.3% | +17.7% |
| 3Y | +170.3% | +241.3% | -71.0% | +117.0% |
| 5Y | +240.8% | +135.4% | +105.4% | +163.0% |
| All | +271.1% | +180.7% | +90.3% | +190.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling