+258.1%
GDX vs LMT
+34.6%
+223.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.9% | -12.5% | +22.4% | +11.9% |
| 3M | +28.2% | -0.5% | +28.7% | +27.4% |
| 6M | -2.9% | -20.0% | +17.1% | +0.2% |
| YTD | +16.0% | +10.4% | +5.6% | +12.3% |
| 1Y | +49.9% | +17.7% | +32.2% | +43.6% |
| All | +258.1% | +34.6% | +223.6% | +211.9% |
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 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