+158.1%
GDXJ vs LSCC
+26.3%
+131.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +1.2% |
| 7D | +13.4% | +13.0% | +0.5% | +10.1% |
| 30D | -1.3% | -19.8% | +18.5% | +3.1% |
| 3M | -1.5% | -18.4% | +16.9% | +2.2% |
| 6M | -12.2% | -16.1% | +3.9% | -10.1% |
| YTD | -5.3% | +42.7% | -48.0% | -12.9% |
| 1Y | +22.0% | +68.0% | -46.0% | +8.8% |
| 3Y | +224.9% | +85.8% | +139.1% | +169.1% |
| All | +158.1% | +26.3% | +131.7% | +102.0% |
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