+213.5%
GDX vs LMT
+47.0%
+166.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.9% |
| 7D | -4.6% | +4.8% | -9.4% | -4.8% |
| 30D | -6.2% | +19.9% | -26.0% | -8.3% |
| 3M | -10.0% | +0.2% | -10.2% | -10.1% |
| 6M | -15.8% | +17.4% | -33.2% | -18.2% |
| YTD | -4.6% | +27.2% | -31.7% | -9.2% |
| 1Y | +4.0% | +35.6% | -31.6% | -2.3% |
| All | +213.5% | +47.0% | +166.5% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling