+44.1%
GDXJ vs LCID
-78.4%
+122.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.8% |
| 7D | -6.2% | -9.1% | +2.9% | -5.3% |
| 30D | +4.6% | -37.6% | +42.2% | +9.8% |
| 3M | +31.3% | -11.1% | +42.3% | +26.3% |
| 6M | -10.7% | -59.2% | +48.5% | +0.5% |
| YTD | +9.1% | -60.5% | +69.5% | +22.9% |
| 1Y | +44.1% | -78.5% | +122.6% | +94.1% |
| All | +44.1% | -78.4% | +122.5% | +94.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling