+326.3%
GDX vs LMT
+197.1%
+129.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -6.8% | +5.1% | -11.9% | -7.3% |
| 30D | -2.1% | +14.1% | -16.2% | -3.9% |
| 3M | -7.5% | +0.3% | -7.8% | -7.9% |
| 6M | -15.2% | +16.1% | -31.3% | -17.3% |
| YTD | -4.8% | +25.5% | -30.3% | -8.4% |
| 1Y | +6.7% | +34.1% | -27.4% | +1.7% |
| 3Y | +212.7% | +45.1% | +167.7% | +193.3% |
| 5Y | +151.7% | +100.9% | +50.7% | +129.4% |
| All | +326.3% | +197.1% | +129.2% | +282.1% |
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