+1,830.6%
LSCC vs WTW
+189.9%
+1,640.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -0.2% |
| 7D | +1.4% | -7.1% | +8.5% | +4.4% |
| 30D | -10.0% | -8.5% | -1.5% | -6.9% |
| 3M | -16.1% | +20.6% | -36.6% | -23.9% |
| 6M | +27.4% | +7.2% | +20.2% | +20.4% |
| YTD | +56.9% | -3.9% | +60.8% | +54.5% |
| 1Y | +74.6% | -3.6% | +78.2% | +70.4% |
| 3Y | +26.0% | +60.7% | -34.7% | -14.2% |
| 5Y | +86.1% | +42.2% | +44.0% | +37.4% |
| 10Y | +1,830.6% | +195.5% | +1,635.1% | +1,029.4% |
| All | +1,830.6% | +189.9% | +1,640.7% | +1,029.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling