+296.0%
GDX vs LHX
+227.8%
+68.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | -2.2% | -4.3% | +2.1% | -1.4% |
| 30D | +6.8% | -15.1% | +21.9% | +9.9% |
| 3M | +24.9% | -21.0% | +45.9% | +30.0% |
| 6M | -4.2% | -32.0% | +27.8% | +2.5% |
| YTD | +13.2% | -15.3% | +28.5% | +16.8% |
| 1Y | +40.2% | -11.1% | +51.3% | +43.5% |
| 3Y | +249.6% | +54.0% | +195.6% | +227.1% |
| 5Y | +230.4% | +17.1% | +213.3% | +220.8% |
| All | +296.0% | +227.8% | +68.2% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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