+42.6%
GPN vs LSCC
+1,398.6%
-1,356.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | -1.6% |
| 7D | -1.9% | +19.3% | -21.2% | -6.3% |
| 30D | +18.9% | -9.6% | +28.6% | +20.5% |
| 3M | +13.8% | -12.4% | +26.3% | +15.3% |
| 6M | +42.3% | -10.5% | +52.7% | +39.9% |
| YTD | +27.6% | +54.8% | -27.2% | +5.9% |
| 1Y | +30.3% | +79.4% | -49.1% | +3.4% |
| 3Y | -5.8% | +109.6% | -115.4% | -34.1% |
| 5Y | -22.6% | +40.4% | -63.0% | -43.4% |
| 10Y | +42.6% | +1,379.1% | -1,336.5% | -50.7% |
| All | +42.6% | +1,398.6% | -1,356.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling