+297.5%
GDXJ vs LPLA
+44.8%
+252.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.9% | -1.5% | +2.5% | +1.0% |
| 30D | +8.8% | -6.0% | +14.8% | +9.2% |
| 3M | +29.8% | +21.4% | +8.5% | +28.3% |
| 6M | -5.8% | +12.1% | -17.9% | -6.6% |
| YTD | +13.6% | -1.8% | +15.4% | +13.7% |
| 1Y | +54.5% | +3.2% | +51.3% | +54.6% |
| All | +297.5% | +44.8% | +252.7% | +323.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling