+476.9%
NEM vs LSCC
+10,808.2%
-10,331.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -1.9% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +23.1% | -9.7% | +32.7% | +23.8% |
| 3M | +18.5% | -23.7% | +42.2% | +20.1% |
| 6M | +7.8% | +26.5% | -18.7% | +6.1% |
| YTD | +29.1% | +57.5% | -28.4% | +25.5% |
| 1Y | +72.7% | +75.7% | -3.0% | +66.8% |
| 3Y | +248.7% | +19.5% | +229.3% | +238.3% |
| 5Y | +148.7% | +83.8% | +64.9% | +133.5% |
| 10Y | +304.8% | +1,772.4% | -1,467.6% | +235.6% |
| All | +476.9% | +10,808.2% | -10,331.3% | +365.1% |
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