+127.6%
GDXJ vs LCID
-95.9%
+223.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.0% |
| 7D | -2.8% | -9.8% | +7.0% | -2.3% |
| 30D | +5.0% | -35.5% | +40.4% | +7.3% |
| 3M | +24.1% | -18.4% | +42.4% | +24.1% |
| 6M | -7.4% | -60.5% | +53.1% | -3.9% |
| YTD | +10.2% | -60.1% | +70.3% | +14.0% |
| 1Y | +42.5% | -78.8% | +121.3% | +51.7% |
| 3Y | +285.7% | -92.8% | +378.5% | +318.3% |
| 5Y | +231.9% | -97.9% | +329.7% | +272.8% |
| All | +127.6% | -95.9% | +223.5% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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