+327.3%
GDX vs LH
+263.7%
+63.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -4.6% | +2.5% | -7.0% | -5.0% |
| 30D | -6.2% | +18.7% | -24.9% | -9.5% |
| 3M | -10.0% | +15.3% | -25.4% | -12.6% |
| 6M | -15.8% | +45.4% | -61.1% | -22.0% |
| YTD | -4.6% | +49.5% | -54.1% | -12.0% |
| 1Y | +4.0% | +41.4% | -37.4% | -3.1% |
| 3Y | +211.1% | +87.6% | +123.5% | +171.9% |
| 5Y | +152.3% | +53.8% | +98.5% | +125.6% |
| All | +327.3% | +263.7% | +63.6% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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