+31.2%
GPN vs LSCC
+83.2%
-52.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +10.4% | -11.7% | -1.2% |
| 7D | +4.3% | +14.5% | -10.2% | +4.5% |
| 30D | +22.1% | -0.1% | +22.2% | +23.1% |
| 3M | +17.1% | -2.7% | +19.7% | +18.0% |
| 6M | +46.7% | -4.8% | +51.5% | +45.8% |
| YTD | +30.8% | +66.9% | -36.1% | +20.2% |
| All | +31.2% | +83.2% | -52.0% | +15.6% |
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