+89.1%
LSCC vs GGLL
+184.7%
-95.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.1% | -7.2% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -27.1% | -36.3% | +9.2% | -17.2% |
| 3M | -23.6% | -42.7% | +19.1% | -11.0% |
| 6M | -19.8% | -53.1% | +33.2% | -2.3% |
| YTD | +33.2% | -32.1% | +65.3% | +39.9% |
| 1Y | +55.2% | -20.1% | +75.3% | +52.6% |
| 3Y | +70.1% | +151.7% | -81.6% | 0.0% |
| All | +89.1% | +184.7% | -95.5% | +1.9% |
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