+408.8%
LSCC vs WTW
+1,177.0%
-768.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.4% | +10.0% | +10.2% |
| 7D | +14.5% | -0.9% | +15.4% | +14.8% |
| 30D | -0.1% | +12.0% | -12.0% | -6.0% |
| 3M | -2.7% | -2.1% | -0.6% | -3.2% |
| 6M | -4.8% | +34.8% | -39.6% | -20.4% |
| YTD | +66.9% | +2.7% | +64.1% | +55.5% |
| 1Y | +85.8% | +5.1% | +80.7% | +71.1% |
| 3Y | +115.6% | +44.4% | +71.2% | +62.1% |
| 5Y | +48.8% | +55.1% | -6.3% | +8.0% |
| 10Y | +1,490.3% | +216.1% | +1,274.2% | +679.0% |
| All | +408.8% | +1,177.0% | -768.2% | +81.6% |
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