+380.3%
LSCC vs WTW
+1,174.9%
-794.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +3.0% |
| 7D | +1.3% | -2.6% | +3.9% | +2.6% |
| 30D | -9.7% | -1.0% | -8.7% | -9.5% |
| 3M | -23.7% | +29.9% | -53.6% | -34.1% |
| 6M | +26.5% | +10.7% | +15.8% | +16.6% |
| YTD | +57.5% | +2.6% | +54.9% | +48.7% |
| 1Y | +75.7% | +2.8% | +72.9% | +64.6% |
| 3Y | +19.5% | +67.3% | -47.8% | -16.8% |
| 5Y | +83.8% | +56.6% | +27.1% | +33.8% |
| 10Y | +1,772.4% | +204.1% | +1,568.3% | +843.7% |
| All | +380.3% | +1,174.9% | -794.6% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling