-15.2%
GDX vs LMT
+16.7%
-31.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.5% |
| 7D | -6.8% | +5.1% | -11.9% | -5.8% |
| 30D | -2.1% | +14.1% | -16.2% | -1.1% |
| 3M | -7.5% | +0.3% | -7.8% | -7.2% |
| 6M | -15.2% | +16.1% | -31.3% | -18.7% |
| All | -15.2% | +16.7% | -31.8% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling