+332.4%
NEM vs LSCC
+1,398.6%
-1,066.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.4% | -4.9% | +2.5% |
| 7D | +14.7% | +19.3% | -4.6% | +12.1% |
| 30D | +6.2% | -9.6% | +15.9% | +7.1% |
| 3M | +11.0% | -12.4% | +23.4% | +12.2% |
| 6M | +7.9% | -10.5% | +18.4% | +8.3% |
| YTD | +26.2% | +54.8% | -28.6% | +19.5% |
| 1Y | +51.5% | +79.4% | -27.9% | +41.5% |
| 3Y | +290.6% | +109.6% | +181.0% | +251.0% |
| 5Y | +153.1% | +40.4% | +112.7% | +129.6% |
| 10Y | +332.4% | +1,379.1% | -1,046.7% | +230.7% |
| All | +332.4% | +1,398.6% | -1,066.2% | +230.7% |
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 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