+238.2%
NEM vs LSCC
+81.4%
+156.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.1% | -6.1% | -0.3% |
| 7D | +13.4% | +13.0% | +0.5% | +10.6% |
| 30D | +6.5% | -19.8% | +26.3% | +10.3% |
| 3M | +14.9% | -18.4% | +33.3% | +18.4% |
| 6M | +5.5% | -16.1% | +21.6% | +7.3% |
| YTD | +21.9% | +42.7% | -20.9% | +14.0% |
| 1Y | +47.9% | +68.0% | -20.1% | +35.4% |
| 3Y | +238.2% | +85.8% | +152.3% | +187.7% |
| All | +238.2% | +81.4% | +156.8% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling