+85.8%
LSCC vs ACWI
+70.3%
+15.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.2% |
| 7D | +13.0% | -2.4% | +15.3% | +20.3% |
| 30D | -19.8% | -5.2% | -14.6% | -6.9% |
| 3M | -18.4% | -4.8% | -13.6% | -5.7% |
| 6M | -16.1% | -1.3% | -14.8% | -9.2% |
| YTD | +42.7% | +8.4% | +34.3% | +23.9% |
| 1Y | +68.0% | +11.0% | +57.0% | +37.7% |
| 3Y | +85.8% | +70.6% | +15.3% | -46.2% |
| All | +85.8% | +70.3% | +15.5% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling