+59.8%
GDX vs LPLA
+1,049.0%
-989.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -3.9% |
| 7D | -4.6% | -2.8% | -1.8% | -4.5% |
| 30D | -6.2% | -10.2% | +4.0% | -6.0% |
| 3M | -10.0% | -22.3% | +12.2% | -9.5% |
| 6M | -15.8% | -0.5% | -15.3% | -15.8% |
| YTD | -4.6% | -17.9% | +13.3% | -4.3% |
| 1Y | +4.0% | -22.0% | +26.1% | +4.5% |
| 3Y | +211.1% | +29.4% | +181.7% | +208.8% |
| 5Y | +152.3% | +81.2% | +71.0% | +147.6% |
| 10Y | +331.4% | +773.4% | -442.0% | +315.7% |
| All | +59.8% | +1,049.0% | -989.2% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling