+69.8%
LSCC vs GGLL
-16.8%
+86.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.5% | +6.0% | +7.9% |
| 7D | +19.3% | +6.3% | +13.0% | +18.0% |
| 30D | -9.6% | -35.1% | +25.5% | -2.4% |
| 3M | -12.4% | -37.7% | +25.3% | -5.0% |
| 6M | -10.5% | -54.1% | +43.6% | +4.2% |
| YTD | +54.8% | -29.4% | +84.2% | +50.7% |
| All | +69.8% | -16.8% | +86.6% | +60.4% |
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