+19.5%
LSCC vs ACWI
+55.1%
-35.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.8% | +0.3% |
| 7D | -4.8% | -4.0% | -0.8% | +5.2% |
| 30D | -27.1% | -5.8% | -21.3% | -15.4% |
| 3M | -23.6% | -5.0% | -18.6% | -12.6% |
| 6M | -19.8% | +0.7% | -20.5% | -17.5% |
| YTD | +33.2% | +8.4% | +24.8% | +17.7% |
| 1Y | +55.2% | +10.1% | +45.1% | +33.0% |
| 3Y | +70.1% | +70.8% | -0.7% | -38.5% |
| 5Y | +19.5% | +55.4% | -35.9% | -38.4% |
| All | +19.5% | +55.1% | -35.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling