+79.5%
GDXJ vs LII
+1,165.5%
-1,086.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.6% | -2.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +17.9% | -12.6% | +30.5% | +22.2% |
| 3M | +15.3% | -24.4% | +39.7% | +23.4% |
| 6M | -9.4% | -28.7% | +19.3% | -1.6% |
| YTD | +13.4% | -19.1% | +32.5% | +19.1% |
| 1Y | +59.7% | -29.7% | +89.4% | +73.3% |
| 3Y | +283.6% | +4.8% | +278.8% | +262.4% |
| 5Y | +217.6% | +24.6% | +193.0% | +179.3% |
| 10Y | +225.7% | +169.2% | +56.5% | +120.7% |
| All | +79.5% | +1,165.5% | -1,086.0% | -43.6% |
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