+258.1%
GDX vs LH
+63.5%
+194.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.4% |
| 7D | +1.9% | -3.2% | +5.1% | +2.7% |
| 30D | +9.9% | +0.1% | +9.8% | +10.0% |
| 3M | +28.2% | +18.6% | +9.6% | +23.4% |
| 6M | -2.9% | +17.9% | -20.8% | -6.5% |
| YTD | +16.0% | +28.9% | -13.0% | +10.0% |
| 1Y | +49.9% | +16.6% | +33.3% | +44.7% |
| All | +258.1% | +63.5% | +194.6% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling