+25.5%
LSCC vs ACWI
+54.8%
-29.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.2% | +7.2% |
| 7D | +13.0% | -2.4% | +15.3% | +19.6% |
| 30D | -19.8% | -5.2% | -14.6% | -8.4% |
| 3M | -18.4% | -4.8% | -13.6% | -7.1% |
| 6M | -16.1% | -1.3% | -14.8% | -9.7% |
| YTD | +42.7% | +8.4% | +34.3% | +26.2% |
| 1Y | +68.0% | +11.0% | +57.0% | +41.3% |
| 3Y | +85.8% | +70.6% | +15.3% | -32.6% |
| All | +25.5% | +54.8% | -29.3% | -34.9% |
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