+69.8%
LSCC vs ACWI
+12.9%
+57.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.6% | +5.8% | +1.0% |
| 7D | +19.3% | +0.3% | +19.0% | +18.5% |
| 30D | -9.6% | -2.8% | -6.8% | -0.8% |
| 3M | -12.4% | -3.2% | -9.3% | -2.3% |
| 6M | -10.5% | +1.3% | -11.7% | -9.3% |
| YTD | +54.8% | +11.2% | +43.6% | +26.5% |
| All | +69.8% | +12.9% | +57.0% | +37.3% |
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 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