+68.0%
LSCC vs GTLB
+4.0%
+64.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +9.0% | +7.0% |
| 7D | +13.0% | -11.1% | +24.1% | +12.0% |
| 30D | -19.8% | -7.5% | -12.3% | -20.0% |
| 3M | -18.4% | +34.8% | -53.2% | -15.6% |
| 6M | -16.1% | +98.0% | -114.1% | -10.2% |
| YTD | +42.7% | +28.1% | +14.6% | +52.5% |
| 1Y | +68.0% | +5.6% | +62.5% | +81.3% |
| All | +68.0% | +4.0% | +64.0% | +81.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling