+59.9%
GPN vs LSCC
+1,486.2%
-1,426.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.7% | -3.8% |
| 7D | +4.3% | +14.5% | -10.2% | +0.6% |
| 30D | +22.1% | -0.1% | +22.2% | +20.5% |
| 3M | +17.1% | -2.7% | +19.7% | +15.3% |
| 6M | +46.7% | -4.8% | +51.5% | +42.0% |
| YTD | +30.8% | +66.9% | -36.1% | +6.4% |
| 1Y | +31.5% | +85.8% | -54.4% | +3.5% |
| 3Y | -5.1% | +115.6% | -120.7% | -34.0% |
| 5Y | -18.1% | +48.8% | -66.9% | -41.0% |
| All | +59.9% | +1,486.2% | -1,426.3% | -45.1% |
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