+156.3%
GDX vs LCID
-95.5%
+251.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +4.0% | +1.8% | +2.2% | +3.9% |
| 30D | +9.5% | -34.2% | +43.7% | +11.3% |
| 3M | +25.1% | -9.1% | +34.2% | +24.5% |
| 6M | -2.9% | -52.6% | +49.7% | -0.9% |
| YTD | +14.7% | -56.2% | +70.9% | +17.4% |
| 1Y | +47.4% | -74.9% | +122.3% | +53.7% |
| 3Y | +259.7% | -92.1% | +351.8% | +280.9% |
| 5Y | +227.7% | -97.6% | +325.2% | +255.3% |
| All | +156.3% | -95.5% | +251.8% | +186.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling