+72.3%
LSCC vs GTLB
-50.0%
+122.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.0% | +10.5% | +9.0% |
| 7D | +19.3% | -9.6% | +28.9% | +22.6% |
| 30D | -9.6% | -14.5% | +4.8% | -6.0% |
| 3M | -12.4% | +20.9% | -33.3% | -17.9% |
| 6M | -10.5% | +81.4% | -91.8% | -26.3% |
| YTD | +54.8% | +25.6% | +29.2% | +38.1% |
| 1Y | +79.4% | +3.4% | +75.9% | +68.8% |
| 3Y | +109.6% | +8.9% | +100.7% | +83.7% |
| 5Y | +40.4% | -64.0% | +104.3% | +27.3% |
| All | +72.3% | -50.0% | +122.3% | +56.4% |
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