+315.3%
GDX vs LPLA
+1,198.0%
-882.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | -1.5% | +3.4% | +2.0% |
| 30D | +9.9% | -6.0% | +15.9% | +10.2% |
| 3M | +28.2% | +21.4% | +6.8% | +27.1% |
| 6M | -2.9% | +12.1% | -15.0% | -3.5% |
| YTD | +16.0% | -1.8% | +17.8% | +15.9% |
| 1Y | +49.9% | +3.2% | +46.7% | +49.5% |
| 3Y | +263.6% | +45.9% | +217.6% | +256.2% |
| 5Y | +233.6% | +144.7% | +88.9% | +215.5% |
| 10Y | +315.3% | +1,222.4% | -907.1% | +280.6% |
| All | +315.3% | +1,198.0% | -882.7% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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