+296.1%
GDXJ vs LII
+2.8%
+293.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +4.3% | +2.1% | +2.2% | +3.7% |
| 30D | +8.4% | -12.4% | +20.8% | +12.1% |
| 3M | +25.5% | -24.8% | +50.3% | +33.7% |
| 6M | -6.3% | -25.2% | +18.8% | -0.5% |
| YTD | +12.1% | -20.3% | +32.3% | +17.9% |
| 1Y | +51.1% | -32.9% | +84.0% | +63.4% |
| 3Y | +296.1% | +2.0% | +294.0% | +293.0% |
| All | +296.1% | +2.8% | +293.3% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling