-12.2%
GDXJ vs LSCC
-16.2%
+4.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +0.6% |
| 7D | +13.4% | +13.0% | +0.5% | +8.5% |
| 30D | -1.3% | -19.8% | +18.5% | +5.4% |
| 3M | -1.5% | -18.4% | +16.9% | +4.2% |
| 6M | -12.2% | -16.1% | +3.9% | -10.7% |
| All | -12.2% | -16.2% | +4.0% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling