+233.2%
GDXJ vs LSCC
+1,435.5%
-1,202.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.1% |
| 7D | -4.9% | +21.2% | -26.2% | -8.3% |
| 30D | -10.0% | -1.9% | -8.1% | -10.1% |
| 3M | -16.6% | -8.1% | -8.6% | -16.0% |
| 6M | -23.3% | -5.2% | -18.0% | -23.5% |
| YTD | -12.4% | +61.5% | -74.0% | -20.2% |
| 1Y | +0.5% | +81.3% | -80.8% | -10.1% |
| 3Y | +220.5% | +108.7% | +111.8% | +169.1% |
| 5Y | +124.7% | +44.1% | +80.6% | +90.4% |
| All | +233.2% | +1,435.5% | -1,202.3% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling