+48.9%
LSCC vs GTLB
-61.5%
+110.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.4% | +8.9% | +10.0% |
| 7D | +14.5% | -9.6% | +24.1% | +17.7% |
| 30D | -0.1% | -15.5% | +15.5% | +4.4% |
| 3M | -2.7% | +12.4% | -15.0% | -6.8% |
| 6M | -4.8% | +84.6% | -89.4% | -22.3% |
| YTD | +66.9% | +26.1% | +40.8% | +48.4% |
| 1Y | +85.8% | +1.7% | +84.1% | +75.7% |
| 3Y | +115.6% | +6.1% | +109.5% | +89.7% |
| All | +48.9% | -61.5% | +110.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling