+68.0%
LSCC vs ACWI
+10.2%
+57.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.2% |
| 7D | +13.0% | -2.4% | +15.3% | +20.9% |
| 30D | -19.8% | -5.2% | -14.6% | -5.7% |
| 3M | -18.4% | -4.8% | -13.6% | -4.5% |
| 6M | -16.1% | -1.3% | -14.8% | -8.6% |
| YTD | +42.7% | +8.4% | +34.3% | +24.9% |
| 1Y | +68.0% | +11.0% | +57.0% | +41.0% |
| All | +68.0% | +10.2% | +57.8% | +41.0% |
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