+285.7%
GDXJ vs LMT
+34.5%
+251.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +5.0% | -13.1% | +18.0% | +7.0% |
| 3M | +24.1% | -3.9% | +27.9% | +24.1% |
| 6M | -7.4% | -18.3% | +10.9% | -4.8% |
| YTD | +10.2% | +10.3% | -0.1% | +6.7% |
| 1Y | +42.5% | +14.2% | +28.3% | +37.5% |
| 3Y | +285.7% | +35.0% | +250.7% | +234.2% |
| All | +285.7% | +34.5% | +251.2% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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