+297.5%
GDXJ vs LCID
-92.8%
+390.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -7.8% | +9.1% | +1.9% |
| 7D | +0.9% | -9.3% | +10.3% | +1.7% |
| 30D | +8.8% | -35.4% | +44.2% | +12.4% |
| 3M | +29.8% | -17.1% | +46.9% | +29.3% |
| 6M | -5.8% | -58.9% | +53.1% | -0.6% |
| YTD | +13.6% | -59.6% | +73.2% | +19.7% |
| 1Y | +54.5% | -78.0% | +132.4% | +69.8% |
| All | +297.5% | -92.8% | +390.3% | +351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling