+2,885.1%
GPN vs LSCC
+384.0%
+2,501.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.3% | +6.2% | +4.4% |
| 7D | +3.7% | +5.0% | -1.4% | +2.4% |
| 30D | +23.6% | -11.7% | +35.3% | +25.4% |
| 3M | +18.3% | -13.3% | +31.6% | +19.7% |
| 6M | +47.8% | -12.5% | +60.3% | +46.6% |
| YTD | +32.6% | +51.2% | -18.6% | +15.0% |
| 1Y | +36.0% | +65.9% | -29.9% | +15.3% |
| 3Y | -3.9% | +95.3% | -99.2% | -25.5% |
| 5Y | -19.4% | +38.6% | -58.0% | -35.7% |
| 10Y | +52.1% | +1,352.3% | -1,300.3% | -29.5% |
| All | +2,885.1% | +384.0% | +2,501.1% | +1,063.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling