+203.9%
GDX vs LHX
+867.7%
-663.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.2% |
| 7D | -5.4% | -4.8% | -0.6% | -4.0% |
| 30D | +6.6% | -12.7% | +19.3% | +10.6% |
| 3M | +30.1% | -17.6% | +47.7% | +36.8% |
| 6M | -7.1% | -30.7% | +23.6% | +2.7% |
| YTD | +12.0% | -14.3% | +26.3% | +16.6% |
| 1Y | +41.2% | -8.4% | +49.6% | +44.0% |
| 3Y | +251.0% | +56.7% | +194.3% | +204.0% |
| 5Y | +226.7% | +18.5% | +208.3% | +202.8% |
| 10Y | +301.0% | +229.6% | +71.4% | +148.0% |
| All | +203.9% | +867.7% | -663.7% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling