+159.0%
GDX vs LMT
+1,379.5%
-1,220.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.7% |
| 7D | -4.6% | +4.8% | -9.4% | -5.6% |
| 30D | -6.2% | +19.9% | -26.0% | -10.7% |
| 3M | -10.0% | +0.2% | -10.2% | -10.7% |
| 6M | -15.8% | +17.4% | -33.2% | -20.0% |
| YTD | -4.6% | +27.2% | -31.7% | -11.6% |
| 1Y | +4.0% | +35.6% | -31.6% | -5.4% |
| 3Y | +211.1% | +47.1% | +164.0% | +173.7% |
| 5Y | +152.3% | +103.7% | +48.6% | +102.0% |
| 10Y | +331.4% | +203.5% | +127.9% | +185.2% |
| All | +159.0% | +1,379.5% | -1,220.5% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling