+215.1%
GDXJ vs LH
+183.3%
+31.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -2.8% | -4.7% | +1.9% | -1.5% |
| 30D | +5.0% | -3.5% | +8.4% | +6.1% |
| 3M | +24.1% | +17.7% | +6.4% | +18.8% |
| 6M | -7.4% | +15.8% | -23.1% | -11.0% |
| YTD | +10.2% | +25.1% | -14.9% | +3.9% |
| 1Y | +42.5% | +12.5% | +30.0% | +37.9% |
| 3Y | +285.7% | +59.8% | +226.0% | +235.7% |
| 5Y | +231.9% | +27.1% | +204.8% | +201.8% |
| All | +215.1% | +183.3% | +31.8% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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