+21.8%
GDXJ vs LHX
-8.3%
+30.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.5% | +16.1% | +10.9% |
| 7D | -0.2% | -0.3% | +0.2% | -0.9% |
| 30D | -7.6% | +9.7% | -17.2% | -11.4% |
| 3M | +2.3% | -8.5% | +10.8% | +4.9% |
| 6M | -7.8% | -15.1% | +7.3% | -2.0% |
| YTD | -8.4% | -10.4% | +2.0% | +0.5% |
| 1Y | +21.8% | -9.3% | +31.1% | +34.0% |
| All | +21.8% | -8.3% | +30.1% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 1y: compounded portfolio wealth divided by compounded LHX 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…
1y analysis · Full analysis span regression · 6 months rolling