+233.6%
GDX vs LMT
+71.0%
+162.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.5% |
| 7D | +1.9% | -1.3% | +3.2% | +2.1% |
| 30D | +9.9% | -12.5% | +22.4% | +12.6% |
| 3M | +28.2% | -0.5% | +28.7% | +27.5% |
| 6M | -2.9% | -20.0% | +17.1% | +1.2% |
| YTD | +16.0% | +10.4% | +5.6% | +11.9% |
| 1Y | +49.9% | +17.7% | +32.2% | +42.4% |
| 3Y | +263.6% | +34.3% | +229.3% | +225.8% |
| 5Y | +233.6% | +71.8% | +161.8% | +178.7% |
| All | +233.6% | +71.0% | +162.5% | +178.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling