+49.9%
GDX vs LH
+16.9%
+33.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.6% |
| 7D | +1.9% | -3.2% | +5.1% | +3.3% |
| 30D | +9.9% | +0.1% | +9.8% | +10.1% |
| 3M | +28.2% | +18.6% | +9.6% | +21.4% |
| 6M | -2.9% | +17.9% | -20.8% | -8.0% |
| YTD | +16.0% | +28.9% | -13.0% | +7.6% |
| 1Y | +49.9% | +16.6% | +33.3% | +46.4% |
| All | +49.9% | +16.9% | +33.0% | +46.4% |
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