+150.7%
GDX vs LSCC
+33.9%
+116.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +0.7% |
| 7D | -6.8% | +7.0% | -13.8% | -8.0% |
| 30D | -2.1% | -2.3% | +0.2% | -2.3% |
| 3M | -7.5% | -12.5% | +5.0% | -6.1% |
| 6M | -15.2% | -10.6% | -4.6% | -14.7% |
| YTD | -4.8% | +52.7% | -57.5% | -12.1% |
| 1Y | +6.7% | +74.0% | -67.2% | -3.3% |
| 3Y | +212.7% | +104.8% | +107.9% | +165.4% |
| All | +150.7% | +33.9% | +116.8% | +98.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling