+80.8%
GDXJ vs LCID
-96.8%
+177.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -11.3% | +6.6% | -4.0% |
| 7D | -4.9% | +9.2% | -14.2% | -5.4% |
| 30D | -10.0% | -3.0% | -7.0% | -10.0% |
| 3M | -16.6% | -50.2% | +33.6% | -13.7% |
| 6M | -23.3% | -45.8% | +22.5% | -21.7% |
| YTD | -12.4% | -69.2% | +56.8% | -8.3% |
| 1Y | +0.5% | -80.4% | +80.8% | +7.4% |
| 3Y | +220.5% | -91.4% | +311.9% | +246.8% |
| 5Y | +124.7% | -99.3% | +224.0% | +155.5% |
| All | +80.8% | -96.8% | +177.6% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling