+26.5%
LSCC vs WTW
+11.2%
+15.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +0.6% |
| 7D | +1.3% | -2.6% | +3.9% | -0.4% |
| 30D | -9.7% | -1.0% | -8.7% | -9.9% |
| 3M | -23.7% | +29.9% | -53.6% | -6.3% |
| 6M | +26.5% | +10.7% | +15.8% | +45.0% |
| All | +26.5% | +11.2% | +15.3% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling