+214.2%
GDX vs LMT
+1,186.5%
-972.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.8% |
| 7D | -0.4% | -6.3% | +5.9% | +1.2% |
| 30D | +18.6% | -8.5% | +27.1% | +21.0% |
| 3M | +14.9% | +1.8% | +13.1% | +13.7% |
| 6M | -6.3% | -19.9% | +13.7% | -1.5% |
| YTD | +15.7% | +10.6% | +5.2% | +11.6% |
| 1Y | +54.8% | +17.9% | +36.9% | +46.7% |
| 3Y | +253.4% | +27.0% | +226.5% | +223.9% |
| 5Y | +219.7% | +68.7% | +151.0% | +169.2% |
| 10Y | +300.2% | +181.1% | +119.1% | +168.6% |
| All | +214.2% | +1,186.5% | -972.3% | -13.6% |
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