+158.6%
GDX vs LCID
-95.4%
+254.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 3M | +14.9% | -17.6% | +32.5% | +14.9% |
| 6M | -6.3% | -54.4% | +48.2% | -4.1% |
| YTD | +15.7% | -55.7% | +71.5% | +18.3% |
| 1Y | +54.8% | -71.0% | +125.9% | +60.7% |
| 3Y | +253.4% | -92.6% | +346.1% | +274.9% |
| 5Y | +219.7% | -97.6% | +317.3% | +246.5% |
| All | +158.6% | -95.4% | +254.0% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling