+263.6%
GDX vs LCID
-92.2%
+355.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -0.4% | -6.6% | +6.2% | +0.1% |
| 30D | +18.6% | -30.1% | +48.8% | +21.3% |
| 3M | +14.9% | -17.6% | +32.5% | +14.7% |
| 6M | -6.3% | -54.4% | +48.2% | -2.5% |
| YTD | +15.7% | -55.7% | +71.5% | +20.3% |
| 1Y | +54.8% | -71.0% | +125.9% | +65.3% |
| All | +263.6% | -92.2% | +355.8% | +298.2% |
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