-14.6%
LSCC vs ACWI
+5.4%
-20.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -4.5% |
| 7D | +3.0% | -0.5% | +3.4% | +5.0% |
| 30D | -19.3% | -1.6% | -17.6% | -13.8% |
| 3M | -22.3% | -1.3% | -20.9% | -17.5% |
| 6M | -14.6% | +5.8% | -20.4% | -24.8% |
| All | -14.6% | +5.4% | -20.0% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling