+75.7%
LSCC vs GGLL
+80.0%
-4.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.5% |
| 7D | +1.3% | -4.8% | +6.1% | +2.4% |
| 30D | -9.7% | -13.7% | +4.0% | -6.8% |
| 3M | -23.7% | -21.9% | -1.9% | -19.5% |
| 6M | +26.5% | +11.7% | +14.8% | +16.4% |
| YTD | +57.5% | +2.3% | +55.2% | +45.6% |
| 1Y | +75.7% | +76.2% | -0.5% | +41.0% |
| All | +75.7% | +80.0% | -4.3% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling