+227.7%
GDX vs LH
+31.3%
+196.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | +4.0% | -0.8% | +4.8% | +4.2% |
| 30D | +9.5% | +2.0% | +7.5% | +9.0% |
| 3M | +25.1% | +24.3% | +0.8% | +18.0% |
| 6M | -2.9% | +21.1% | -24.0% | -7.8% |
| YTD | +14.7% | +30.4% | -15.7% | +7.1% |
| 1Y | +47.4% | +18.4% | +29.0% | +40.8% |
| 3Y | +259.7% | +65.5% | +194.2% | +208.4% |
| 5Y | +227.7% | +29.9% | +197.8% | +173.7% |
| All | +227.7% | +31.3% | +196.4% | +173.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling