+3,995.4%
LSCC vs ACWI
+356.8%
+3,638.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.5% | +0.8% | +0.6% |
| 30D | -9.7% | +0.9% | -10.5% | -10.7% |
| 3M | -23.7% | +2.4% | -26.1% | -25.0% |
| 6M | +26.5% | +12.4% | +14.1% | +10.2% |
| YTD | +57.5% | +15.2% | +42.4% | +33.1% |
| 1Y | +75.7% | +22.7% | +53.0% | +36.7% |
| 3Y | +19.5% | +75.8% | -56.3% | -39.7% |
| 5Y | +83.8% | +67.7% | +16.0% | +6.6% |
| 10Y | +1,772.4% | +229.0% | +1,543.4% | +389.8% |
| All | +3,995.4% | +356.8% | +3,638.6% | +538.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling