The CAPS signify that it is diety about whom I speak, a way of keeping a clear referent rather than through, perhaps, more proper grammar. I'm lazy. All caps is for emphasis. In KJV scripture all caps LORD or GOD (rare) indicate that the Hebrew word there is the Tetragrammon YHWH which is also transliterated JEHOVAH but more correctly Yahweh, which tranlated is IAM or I AM WHO I WILL BE. This is the revealed name of God to Moses and the core of the Yahwist tradition in the Torah.

"Lord" or "God" is from the Hebrew "Elohim" which means "The Strong One" Which is a more generic title for the Hebrew Monotheistic God. There are other names and titles but that is probably info for another thread. God knows I don't want to be the sower of confusion among the saints or the heathen (look it up!), hence this explanation.