+45.4%
GDXJ vs LII
+1,040.9%
-995.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +0.3% | -2.3% | +2.6% | +0.9% |
| 30D | -7.4% | -1.7% | -5.8% | -7.3% |
| 3M | -11.9% | -18.3% | +6.4% | -7.2% |
| 6M | -19.3% | -32.3% | +13.0% | -11.2% |
| YTD | -8.1% | -27.1% | +19.0% | -1.1% |
| 1Y | +9.1% | -27.2% | +36.2% | +17.4% |
| 3Y | +236.2% | -8.9% | +245.1% | +230.1% |
| 5Y | +136.3% | +19.7% | +116.7% | +109.5% |
| 10Y | +256.9% | +168.9% | +88.0% | +140.1% |
| All | +45.4% | +1,040.9% | -995.4% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling