+136.9%
LSCC vs GGLL
+206.6%
-69.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.3% | +6.1% | +9.0% |
| 7D | +14.5% | +2.9% | +11.6% | +13.7% |
| 30D | -0.1% | -33.1% | +33.1% | +12.0% |
| 3M | -2.7% | -31.2% | +28.5% | +7.3% |
| 6M | -4.8% | -49.4% | +44.6% | +13.6% |
| YTD | +66.9% | -26.8% | +93.7% | +71.4% |
| 1Y | +85.8% | -17.7% | +103.6% | +81.8% |
| 3Y | +115.6% | +160.4% | -44.9% | +26.0% |
| All | +136.9% | +206.6% | -69.8% | +24.9% |
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 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