+2,772.9%
GPN vs LSCC
+395.5%
+2,377.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.4% | -8.1% | -1.4% |
| 7D | -1.9% | +19.3% | -21.2% | -5.7% |
| 30D | +18.9% | -9.6% | +28.6% | +20.2% |
| 3M | +13.8% | -12.4% | +26.3% | +15.0% |
| 6M | +42.3% | -10.5% | +52.7% | +40.4% |
| YTD | +27.6% | +54.8% | -27.2% | +10.1% |
| 1Y | +30.3% | +79.4% | -49.1% | +8.6% |
| 3Y | -5.8% | +109.6% | -115.4% | -28.1% |
| 5Y | -22.6% | +40.4% | -63.0% | -38.4% |
| 10Y | +42.6% | +1,379.1% | -1,336.5% | -34.2% |
| All | +2,772.9% | +395.5% | +2,377.4% | +1,014.7% |
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