+215.1%
GDXJ vs LHX
+227.8%
-12.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -2.8% | -4.3% | +1.4% | -1.7% |
| 30D | +5.0% | -15.1% | +20.1% | +9.3% |
| 3M | +24.1% | -21.0% | +45.0% | +31.2% |
| 6M | -7.4% | -32.0% | +24.6% | +2.0% |
| YTD | +10.2% | -15.3% | +25.5% | +15.1% |
| 1Y | +42.5% | -11.1% | +53.6% | +47.0% |
| 3Y | +285.7% | +54.0% | +231.7% | +246.1% |
| 5Y | +231.9% | +17.1% | +214.7% | +215.6% |
| All | +215.1% | +227.8% | -12.7% | +143.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling