+1,236.1%
LSCC vs ACWI
+219.0%
+1,017.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.2% |
| 7D | +13.0% | -2.4% | +15.3% | +18.2% |
| 30D | -19.8% | -5.2% | -14.6% | -10.9% |
| 3M | -18.4% | -4.8% | -13.6% | -9.5% |
| 6M | -16.1% | -1.3% | -14.8% | -10.7% |
| YTD | +42.7% | +8.4% | +34.3% | +30.7% |
| 1Y | +68.0% | +11.0% | +57.0% | +48.0% |
| 3Y | +85.8% | +70.6% | +15.3% | -13.3% |
| 5Y | +28.0% | +55.3% | -27.3% | -26.5% |
| All | +1,236.1% | +219.0% | +1,017.1% | +300.3% |
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