+138.2%
GDX vs LCID
-96.5%
+234.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +4.0% |
| 7D | +15.6% | +20.0% | -4.4% | +14.5% |
| 30D | +2.4% | -5.0% | +7.5% | +2.5% |
| 3M | +1.7% | -48.9% | +50.6% | +4.3% |
| 6M | -3.3% | -43.2% | +39.9% | -2.0% |
| YTD | +6.6% | -65.9% | +72.6% | +10.0% |
| 1Y | +27.0% | -79.2% | +106.1% | +33.3% |
| 3Y | +243.4% | -90.4% | +333.8% | +263.2% |
| 5Y | +194.2% | -99.2% | +293.4% | +221.1% |
| All | +138.2% | -96.5% | +234.7% | +168.5% |
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