+220.4%
GDXJ vs LHX
+16.3%
+204.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.4% |
| 7D | -2.8% | -4.3% | +1.4% | -1.4% |
| 30D | +5.0% | -15.1% | +20.1% | +10.7% |
| 3M | +24.1% | -21.0% | +45.0% | +33.6% |
| 6M | -7.4% | -32.0% | +24.6% | +5.3% |
| YTD | +10.2% | -15.3% | +25.5% | +16.9% |
| 1Y | +42.5% | -11.1% | +53.6% | +48.6% |
| 3Y | +285.7% | +54.0% | +231.7% | +230.7% |
| All | +220.4% | +16.3% | +204.2% | +201.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling