+79.7%
GDXJ vs LCID
-97.1%
+176.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.2% | +8.6% | -0.1% |
| 7D | -8.1% | -10.2% | +2.1% | -7.6% |
| 30D | -5.5% | -10.2% | +4.7% | -5.1% |
| 3M | -14.6% | -54.1% | +39.6% | -11.2% |
| 6M | -23.2% | -53.8% | +30.6% | -20.9% |
| YTD | -13.0% | -72.0% | +59.1% | -8.4% |
| 1Y | +2.8% | -80.5% | +83.3% | +10.0% |
| 3Y | +221.5% | -92.6% | +314.0% | +250.4% |
| 5Y | +123.4% | -99.3% | +222.7% | +155.3% |
| All | +79.7% | -97.1% | +176.8% | +113.1% |
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