+95.3%
LSCC vs WTW
+45.3%
+50.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -1.7% |
| 7D | +5.0% | +1.6% | +3.4% | +5.7% |
| 30D | -11.7% | +12.4% | -24.1% | -8.0% |
| 3M | -13.3% | -2.6% | -10.7% | -12.7% |
| 6M | -12.5% | +30.8% | -43.3% | -4.5% |
| YTD | +51.2% | +2.3% | +48.8% | +63.1% |
| 1Y | +65.9% | +4.9% | +61.0% | +78.8% |
| 3Y | +95.3% | +43.9% | +51.5% | +132.0% |
| All | +95.3% | +45.3% | +50.0% | +132.0% |
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