+85.8%
LSCC vs GGLL
+154.9%
-69.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +6.7% |
| 7D | +13.0% | +3.1% | +9.9% | +12.1% |
| 30D | -19.8% | -36.3% | +16.5% | -9.6% |
| 3M | -18.4% | -40.4% | +22.0% | -6.9% |
| 6M | -16.1% | -54.6% | +38.5% | +2.5% |
| YTD | +42.7% | -31.1% | +73.9% | +48.3% |
| 1Y | +68.0% | -19.2% | +87.2% | +64.0% |
| 3Y | +85.8% | +151.5% | -65.7% | +19.0% |
| All | +85.8% | +154.9% | -69.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling