+79.8%
GDXJ vs LH
+438.0%
-358.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +0.9% | -3.2% | +4.1% | +1.9% |
| 30D | +8.8% | +0.1% | +8.7% | +8.9% |
| 3M | +29.8% | +18.6% | +11.2% | +23.8% |
| 6M | -5.8% | +17.9% | -23.7% | -10.2% |
| YTD | +13.6% | +28.9% | -15.3% | +5.9% |
| 1Y | +54.5% | +16.6% | +37.8% | +47.7% |
| 3Y | +301.4% | +63.6% | +237.8% | +245.4% |
| 5Y | +236.3% | +30.0% | +206.3% | +203.8% |
| 10Y | +240.1% | +191.9% | +48.2% | +136.0% |
| All | +79.8% | +438.0% | -358.2% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling