+21.2%
LSCC vs GTLB
+0.5%
+20.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.8% |
| 7D | +1.3% | +11.1% | -9.7% | -1.0% |
| 30D | -9.7% | +37.8% | -47.5% | -16.3% |
| 3M | -23.7% | +61.6% | -85.3% | -32.2% |
| 6M | +26.5% | +98.9% | -72.4% | +4.8% |
| YTD | +57.5% | +32.8% | +24.7% | +45.3% |
| 1Y | +75.7% | +14.7% | +61.0% | +68.2% |
| All | +21.2% | +0.5% | +20.7% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling