+54.5%
GDXJ vs LII
-33.3%
+87.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.8% | +2.2% |
| 7D | +0.9% | +0.5% | +0.5% | +0.7% |
| 30D | +8.8% | -11.2% | +20.0% | +13.4% |
| 3M | +29.8% | -28.8% | +58.6% | +44.0% |
| 6M | -5.8% | -26.9% | +21.1% | +1.7% |
| YTD | +13.6% | -22.2% | +35.8% | +22.2% |
| 1Y | +54.5% | -32.0% | +86.4% | +71.9% |
| All | +54.5% | -33.3% | +87.8% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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