+291.6%
GDX vs LNT
+148.3%
+143.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.1% |
| 7D | -5.4% | -1.1% | -4.3% | -5.0% |
| 30D | +6.6% | -1.9% | +8.5% | +7.2% |
| 3M | +30.1% | -7.2% | +37.3% | +33.2% |
| 6M | -7.1% | -3.9% | -3.2% | -6.2% |
| YTD | +12.0% | +5.9% | +6.1% | +9.0% |
| 1Y | +41.2% | +8.4% | +32.8% | +36.3% |
| 3Y | +251.0% | +46.6% | +204.4% | +201.1% |
| 5Y | +226.7% | +32.4% | +194.3% | +188.2% |
| All | +291.6% | +148.3% | +143.3% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 10y: compounded portfolio wealth divided by compounded LNT 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…
10y analysis · Full analysis span regression · 6 months rolling