+215.1%
GDXJ vs LPLA
+1,251.7%
-1,036.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.9% |
| 7D | -2.8% | -1.5% | -1.3% | -2.7% |
| 30D | +5.0% | -6.0% | +11.0% | +5.6% |
| 3M | +24.1% | +24.0% | 0.0% | +21.4% |
| 6M | -7.4% | +17.0% | -24.3% | -9.0% |
| YTD | +10.2% | -0.7% | +10.9% | +9.9% |
| 1Y | +42.5% | +2.1% | +40.4% | +41.7% |
| 3Y | +285.7% | +48.7% | +237.0% | +265.0% |
| 5Y | +231.9% | +151.2% | +80.6% | +190.0% |
| All | +215.1% | +1,251.7% | -1,036.6% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling