+285.7%
GDXJ vs LH
+58.7%
+227.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | -2.8% | -4.7% | +1.9% | -1.4% |
| 30D | +5.0% | -3.5% | +8.4% | +6.2% |
| 3M | +24.1% | +17.7% | +6.4% | +19.1% |
| 6M | -7.4% | +15.8% | -23.1% | -10.7% |
| YTD | +10.2% | +25.1% | -14.9% | +4.6% |
| 1Y | +42.5% | +12.5% | +30.0% | +38.5% |
| 3Y | +285.7% | +59.8% | +226.0% | +230.9% |
| All | +285.7% | +58.7% | +227.1% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling