+30.9%
GPN vs LSCC
+73.4%
-42.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | +0.5% |
| 7D | -1.9% | +19.3% | -21.2% | -1.6% |
| 30D | +18.9% | -9.6% | +28.6% | +19.8% |
| 3M | +13.8% | -12.4% | +26.3% | +14.8% |
| 6M | +42.3% | -10.5% | +52.7% | +41.0% |
| YTD | +27.6% | +54.8% | -27.2% | +17.8% |
| All | +30.9% | +73.4% | -42.6% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling