+258.1%
GDX vs LNT
+48.2%
+209.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.9% | +0.2% | +1.7% | +1.8% |
| 30D | +9.9% | -0.5% | +10.4% | +10.0% |
| 3M | +28.2% | -5.5% | +33.7% | +30.6% |
| 6M | -2.9% | -3.8% | +0.9% | -2.1% |
| YTD | +16.0% | +6.8% | +9.1% | +11.2% |
| 1Y | +49.9% | +9.3% | +40.6% | +42.0% |
| All | +258.1% | +48.2% | +209.9% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling