+32.9%
NEM vs LSCC
+83.9%
-51.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -4.0% |
| 7D | +0.3% | +14.5% | -14.2% | -3.7% |
| 30D | +1.1% | -0.1% | +1.2% | +0.5% |
| 3M | +1.3% | -2.7% | +3.9% | +0.9% |
| 6M | -1.4% | -4.8% | +3.4% | -3.2% |
| YTD | +19.4% | +66.9% | -47.4% | -5.0% |
| 1Y | +32.9% | +85.8% | -52.9% | +3.2% |
| All | +32.9% | +83.9% | -51.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling