+58.9%
LSCC vs GTLB
-49.0%
+107.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +9.0% | +7.6% |
| 7D | +13.0% | -11.1% | +24.1% | +16.5% |
| 30D | -19.8% | -7.5% | -12.3% | -18.3% |
| 3M | -18.4% | +34.8% | -53.2% | -25.7% |
| 6M | -16.1% | +98.0% | -114.1% | -32.7% |
| YTD | +42.7% | +28.1% | +14.6% | +26.7% |
| 1Y | +68.0% | +5.6% | +62.5% | +57.3% |
| 3Y | +85.8% | +15.9% | +69.9% | +59.8% |
| 5Y | +28.0% | -61.1% | +89.1% | +15.6% |
| All | +58.9% | -49.0% | +107.8% | +43.5% |
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