+116.6%
LSCC vs GTLB
+4.1%
+112.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +21.2% | -3.5% | +24.7% | +22.1% |
| 30D | -1.9% | -9.0% | +7.1% | 0.0% |
| 3M | -8.1% | +15.9% | -23.9% | -11.6% |
| 6M | -5.2% | +104.9% | -110.1% | -21.8% |
| YTD | +61.5% | +26.0% | +35.5% | +50.2% |
| 1Y | +81.3% | +1.8% | +79.5% | +80.2% |
| All | +116.6% | +4.1% | +112.5% | +103.5% |
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 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