+24.8%
GDX vs LMT
+26.0%
-1.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.9% | +15.9% | +8.2% |
| 7D | +0.8% | -5.5% | +6.3% | +0.1% |
| 30D | -3.2% | +17.5% | -20.7% | -3.0% |
| 3M | +8.6% | +1.6% | +7.0% | +8.7% |
| 6M | -1.2% | +16.3% | -17.5% | -2.3% |
| YTD | -1.4% | +25.3% | -26.6% | +3.2% |
| 1Y | +24.8% | +25.9% | -1.1% | +31.2% |
| All | +24.8% | +26.0% | -1.2% | +31.2% |
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