+79.8%
GDXJ vs LMT
+1,078.4%
-998.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.8% |
| 7D | +0.9% | -1.3% | +2.3% | +1.2% |
| 30D | +8.8% | -12.5% | +21.3% | +11.9% |
| 3M | +29.8% | -0.5% | +30.3% | +29.3% |
| 6M | -5.8% | -20.0% | +14.2% | -1.5% |
| YTD | +13.6% | +10.4% | +3.2% | +9.8% |
| 1Y | +54.5% | +17.7% | +36.8% | +47.0% |
| 3Y | +301.4% | +34.3% | +267.1% | +264.9% |
| 5Y | +236.3% | +71.8% | +164.5% | +186.8% |
| 10Y | +240.1% | +187.0% | +53.1% | +148.0% |
| All | +79.8% | +1,078.4% | -998.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling