+54.8%
GDX vs LMT
+19.5%
+35.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -0.4% | -6.3% | +5.9% | +0.1% |
| 30D | +18.6% | -8.5% | +27.1% | +19.1% |
| 3M | +14.9% | +1.8% | +13.1% | +13.2% |
| 6M | -6.3% | -19.9% | +13.7% | -4.7% |
| YTD | +15.7% | +10.6% | +5.2% | +11.4% |
| 1Y | +54.8% | +17.9% | +36.9% | +52.9% |
| All | +54.8% | +19.5% | +35.4% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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