+25.2%
GPN vs LSCC
+1,833.8%
-1,808.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -0.9% | -2.3% |
| 7D | -6.2% | +1.4% | -7.6% | -6.6% |
| 30D | +1.0% | -10.0% | +11.1% | +3.5% |
| 3M | +36.9% | -16.1% | +53.0% | +40.4% |
| 6M | +16.8% | +27.4% | -10.6% | +5.7% |
| YTD | +13.2% | +56.9% | -43.7% | -4.3% |
| 1Y | +1.4% | +74.6% | -73.1% | -17.7% |
| 3Y | -28.6% | +26.0% | -54.6% | -40.9% |
| 5Y | -47.0% | +86.1% | -133.1% | -63.6% |
| 10Y | +25.2% | +1,830.6% | -1,805.4% | -56.0% |
| All | +25.2% | +1,833.8% | -1,808.7% | -56.0% |
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