+28.2%
LSCC vs WTW
+65.4%
-37.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +0.7% |
| 7D | +5.2% | -2.7% | +7.9% | +4.5% |
| 30D | -9.6% | -5.6% | -4.0% | -10.8% |
| 3M | -17.8% | +26.5% | -44.3% | -12.3% |
| 6M | +37.4% | +8.1% | +29.3% | +44.3% |
| YTD | +59.7% | -0.3% | +60.0% | +68.2% |
| 1Y | +76.2% | -0.9% | +77.1% | +85.9% |
| 3Y | +28.2% | +66.6% | -38.4% | +41.5% |
| All | +28.2% | +65.4% | -37.2% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling