+123.6%
LSCC vs GGLL
+328.7%
-205.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.7% |
| 7D | +1.3% | -4.8% | +6.1% | +2.8% |
| 30D | -9.7% | -13.7% | +4.0% | -5.7% |
| 3M | -23.7% | -21.9% | -1.9% | -18.9% |
| 6M | +26.5% | +11.7% | +14.8% | +16.7% |
| YTD | +57.5% | +2.3% | +55.2% | +48.2% |
| 1Y | +75.7% | +76.2% | -0.5% | +34.4% |
| 3Y | +19.5% | +245.0% | -225.5% | -35.0% |
| All | +123.6% | +328.7% | -205.1% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling