+305.7%
GDX vs LH
+192.0%
+113.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.3% |
| 7D | +1.9% | -3.2% | +5.1% | +2.6% |
| 30D | +9.9% | +0.1% | +9.8% | +10.0% |
| 3M | +28.2% | +18.6% | +9.6% | +24.0% |
| 6M | -2.9% | +17.9% | -20.8% | -6.1% |
| YTD | +16.0% | +28.9% | -13.0% | +10.4% |
| 1Y | +49.9% | +16.6% | +33.3% | +45.2% |
| 3Y | +263.6% | +63.6% | +200.0% | +227.6% |
| 5Y | +233.6% | +30.0% | +203.6% | +208.9% |
| All | +305.7% | +192.0% | +113.7% | +234.7% |
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