+77.7%
LSCC vs GTLB
-50.0%
+127.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.8% | +2.8% |
| 7D | +5.2% | +4.6% | +0.6% | +3.8% |
| 30D | -9.6% | +21.0% | -30.6% | -14.7% |
| 3M | -17.8% | +51.7% | -69.5% | -27.8% |
| 6M | +37.4% | +89.3% | -51.9% | +10.8% |
| YTD | +59.7% | +25.6% | +34.0% | +43.3% |
| 1Y | +76.2% | -1.5% | +77.8% | +68.9% |
| 3Y | +28.2% | -9.9% | +38.1% | +19.0% |
| All | +77.7% | -50.0% | +127.7% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling