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  • GDX vs LNT✓SelectedUSD · LNTGDX vs LNT performance historyLatest closeAs of+1.08%09/09
Stock and ETF performance explorer

GDX vs LNT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+233.6%
LNT return
+31.1%
Excess return
+202.4%
Maximum drawdown
-46.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLNTExcessAlpha
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%+10.1%
3M+28.2%-5.5%+33.7%+30.7%
6M-2.9%-3.8%+0.9%-2.0%
YTD+16.0%+6.8%+9.1%+11.7%
1Y+49.9%+9.3%+40.6%+42.7%
3Y+263.6%+47.9%+215.6%+196.1%
5Y+233.6%+31.6%+202.0%+185.8%
All+233.6%+31.1%+202.4%+185.8%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling