+75.3%
LSCC vs GTLB
-47.1%
+122.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.7% |
| 7D | +1.3% | +11.1% | -9.7% | -1.6% |
| 30D | -9.7% | +37.8% | -47.5% | -17.8% |
| 3M | -23.7% | +61.6% | -85.3% | -34.1% |
| 6M | +26.5% | +98.9% | -72.4% | +0.8% |
| YTD | +57.5% | +32.8% | +24.7% | +39.4% |
| 1Y | +75.7% | +14.7% | +61.0% | +60.9% |
| 3Y | +19.5% | +1.3% | +18.1% | +7.2% |
| All | +75.3% | -47.1% | +122.4% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling