+211.3%
GDX vs LCID
-93.0%
+304.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.4% | -8.2% | +1.4% |
| 7D | +13.6% | +8.9% | +4.7% | +12.8% |
| 30D | +2.5% | -15.4% | +17.9% | +3.4% |
| 3M | +4.4% | -52.9% | +57.3% | +9.4% |
| 6M | -5.2% | -46.8% | +41.6% | -2.8% |
| YTD | +2.1% | -68.9% | +71.0% | +8.6% |
| 1Y | +24.7% | -81.7% | +106.4% | +37.0% |
| 3Y | +211.3% | -92.4% | +303.7% | +263.8% |
| All | +211.3% | -93.0% | +304.3% | +263.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling