+1,379.1%
LSCC vs ACWI
+226.8%
+1,152.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +3.7% |
| 7D | +19.3% | +0.3% | +19.0% | +19.1% |
| 30D | -9.6% | -2.8% | -6.8% | -3.8% |
| 3M | -12.4% | -3.2% | -9.3% | -5.7% |
| 6M | -10.5% | +1.3% | -11.7% | -9.0% |
| YTD | +54.8% | +11.2% | +43.6% | +35.5% |
| 1Y | +79.4% | +13.8% | +65.6% | +51.4% |
| 3Y | +109.6% | +76.2% | +33.4% | -7.6% |
| 5Y | +40.4% | +59.5% | -19.1% | -23.0% |
| 10Y | +1,379.1% | +222.2% | +1,156.9% | +316.7% |
| All | +1,379.1% | +226.8% | +1,152.2% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling