+249.0%
NEM vs LSCC
+111.2%
+137.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.3% |
| 7D | -5.9% | +21.2% | -27.1% | -9.3% |
| 30D | -2.6% | -1.9% | -0.7% | -2.8% |
| 3M | -4.2% | -8.1% | +3.8% | -3.6% |
| 6M | -5.5% | -5.2% | -0.2% | -6.0% |
| YTD | +13.5% | +61.5% | -48.0% | +3.8% |
| 1Y | +22.2% | +81.3% | -59.1% | +10.0% |
| All | +249.0% | +111.2% | +137.8% | +197.4% |
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