+4.0%
GDX vs LH
+41.7%
-37.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -4.6% | +2.5% | -7.0% | -5.5% |
| 30D | -6.2% | +18.7% | -24.9% | -12.4% |
| 3M | -10.0% | +15.3% | -25.4% | -14.8% |
| 6M | -15.8% | +45.4% | -61.1% | -27.0% |
| YTD | -4.6% | +49.5% | -54.1% | -15.4% |
| 1Y | +4.0% | +41.4% | -37.4% | -6.8% |
| All | +4.0% | +41.7% | -37.6% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling