+73.5%
LSCC vs GGLL
+151.4%
-78.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.5% | -4.1% | -7.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.3% |
| 30D | -27.1% | -36.3% | +9.2% | -17.9% |
| 3M | -23.6% | -42.7% | +19.1% | -11.8% |
| 6M | -19.8% | -53.1% | +33.2% | -3.3% |
| YTD | +33.2% | -32.1% | +65.3% | +39.0% |
| 1Y | +55.2% | -20.1% | +75.3% | +52.0% |
| All | +73.5% | +151.4% | -78.0% | +11.5% |
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