+24.8%
GDX vs LCID
-79.4%
+104.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +11.6% | -2.6% | +7.9% |
| 7D | +0.8% | -1.2% | +1.9% | +0.7% |
| 30D | -3.2% | -19.2% | +15.9% | -1.7% |
| 3M | +8.6% | -56.7% | +65.2% | +15.2% |
| 6M | -1.2% | -49.6% | +48.4% | +2.6% |
| YTD | -1.4% | -68.1% | +66.7% | +10.0% |
| 1Y | +24.8% | -79.4% | +104.2% | +54.0% |
| All | +24.8% | -79.4% | +104.1% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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