+433.6%
NEM vs LSCC
+11,454.8%
-11,021.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.9% |
| 7D | +0.3% | +14.5% | -14.2% | -0.6% |
| 30D | +1.1% | -0.1% | +1.2% | +0.9% |
| 3M | +1.3% | -2.7% | +3.9% | +1.2% |
| 6M | -1.4% | -4.8% | +3.4% | -1.6% |
| YTD | +19.4% | +66.9% | -47.4% | +15.4% |
| 1Y | +32.9% | +85.8% | -52.9% | +27.7% |
| 3Y | +267.0% | +115.6% | +151.4% | +245.3% |
| 5Y | +131.0% | +48.8% | +82.2% | +118.5% |
| 10Y | +379.9% | +1,490.3% | -1,110.4% | +299.7% |
| All | +433.6% | +11,454.8% | -11,021.2% | +327.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling