+211.3%
GDX vs LSCC
+81.4%
+129.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -5.0% | +0.8% |
| 7D | +13.6% | +13.0% | +0.7% | +10.7% |
| 30D | +2.5% | -19.8% | +22.3% | +6.3% |
| 3M | +4.4% | -18.4% | +22.8% | +7.6% |
| 6M | -5.2% | -16.1% | +10.9% | -3.4% |
| YTD | +2.1% | +42.7% | -40.6% | -3.8% |
| 1Y | +24.7% | +68.0% | -43.3% | +15.2% |
| 3Y | +211.3% | +85.8% | +125.4% | +178.9% |
| All | +211.3% | +81.4% | +129.9% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling