+75.7%
LSCC vs ACWI
+23.6%
+52.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +1.3% | +0.5% | +0.8% | -0.1% |
| 30D | -9.7% | +0.9% | -10.5% | -11.8% |
| 3M | -23.7% | +2.4% | -26.1% | -27.2% |
| 6M | +26.5% | +12.4% | +14.1% | -3.7% |
| YTD | +57.5% | +15.2% | +42.4% | +13.0% |
| 1Y | +75.7% | +22.7% | +53.0% | +13.1% |
| All | +75.7% | +23.6% | +52.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 1y: compounded portfolio wealth divided by compounded ACWI 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…
1y analysis · Full analysis span regression · 6 months rolling