+436.8%
LRCX vs GGLL
+194.0%
+242.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -3.6% | +5.1% | -8.7% | -5.0% |
| 30D | -30.3% | -35.5% | +5.2% | -20.6% |
| 3M | -27.3% | -39.2% | +11.8% | -16.5% |
| 6M | -24.2% | -54.4% | +30.1% | -6.1% |
| YTD | +30.3% | -29.8% | +60.1% | +35.4% |
| 1Y | +34.3% | -20.4% | +54.7% | +32.6% |
| 3Y | +232.6% | +149.7% | +82.9% | +95.4% |
| All | +436.8% | +194.0% | +242.8% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling