+85.8%
LSCC vs WTW
+5.2%
+80.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +10.6% |
| 7D | +14.5% | -0.9% | +15.4% | +14.0% |
| 30D | -0.1% | +12.0% | -12.0% | +7.5% |
| 3M | -2.7% | -2.1% | -0.6% | -1.5% |
| 6M | -4.8% | +34.8% | -39.6% | +14.2% |
| YTD | +66.9% | +2.7% | +64.1% | +95.4% |
| 1Y | +85.8% | +5.1% | +80.7% | +117.4% |
| All | +85.8% | +5.2% | +80.6% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling