+289.7%
NEM vs LSCC
+1,763.3%
-1,473.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.0% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | +23.1% | -9.7% | +32.7% | +24.5% |
| 3M | +18.5% | -23.7% | +42.2% | +21.7% |
| 6M | +7.8% | +26.5% | -18.7% | +4.6% |
| YTD | +29.1% | +57.5% | -28.4% | +22.6% |
| 1Y | +72.7% | +75.7% | -3.0% | +62.0% |
| 3Y | +248.7% | +19.5% | +229.3% | +228.1% |
| 5Y | +148.7% | +83.8% | +64.9% | +121.5% |
| All | +289.7% | +1,763.3% | -1,473.7% | +189.2% |
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