+158.4%
GDX vs LNT
+826.0%
-667.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.5% |
| 7D | -6.8% | +1.0% | -7.8% | -7.2% |
| 30D | -2.1% | +9.6% | -11.7% | -6.0% |
| 3M | -7.5% | +5.4% | -12.9% | -9.7% |
| 6M | -15.2% | +3.1% | -18.3% | -16.8% |
| YTD | -4.8% | +16.5% | -21.3% | -11.7% |
| 1Y | +6.7% | +12.3% | -5.6% | +0.6% |
| 3Y | +212.7% | +70.3% | +142.4% | +143.1% |
| 5Y | +151.7% | +56.4% | +95.2% | +100.8% |
| 10Y | +330.3% | +184.3% | +146.0% | +144.9% |
| All | +158.4% | +826.0% | -667.6% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling