+291.6%
GDX vs LMT
+191.8%
+99.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.5% | -3.6% |
| 7D | -5.4% | -0.5% | -4.8% | -5.3% |
| 30D | +6.6% | -10.8% | +17.3% | +8.0% |
| 3M | +30.1% | +1.6% | +28.5% | +29.3% |
| 6M | -7.1% | -17.6% | +10.5% | -5.0% |
| YTD | +12.0% | +11.6% | +0.4% | +9.6% |
| 1Y | +41.2% | +17.2% | +24.0% | +37.2% |
| 3Y | +251.0% | +35.7% | +215.3% | +232.0% |
| 5Y | +226.7% | +75.2% | +151.5% | +201.9% |
| All | +291.6% | +191.8% | +99.8% | +240.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling