+1,063.5%
SCCO vs LUMN
-55.8%
+1,119.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | -0.7% | +10.3% | -11.1% | -2.1% |
| 3M | +8.1% | -18.3% | +26.3% | +10.3% |
| 6M | +4.1% | +4.4% | -0.3% | +3.1% |
| YTD | +41.1% | -10.7% | +51.8% | +41.0% |
| 1Y | +95.6% | +14.0% | +81.6% | +88.8% |
| 3Y | +179.3% | +406.6% | -227.3% | +88.0% |
| 5Y | +308.3% | -36.8% | +345.1% | +311.5% |
| All | +1,063.5% | -55.8% | +1,119.3% | +954.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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