+166.8%
GDXJ vs LTH
+180.7%
-14.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.9% |
| 7D | -8.1% | -1.3% | -6.8% | -7.9% |
| 30D | -5.5% | +15.7% | -21.1% | -7.6% |
| 3M | -14.6% | +5.0% | -19.5% | -15.3% |
| 6M | -23.2% | +37.7% | -60.9% | -27.2% |
| YTD | -13.0% | +75.0% | -88.0% | -20.6% |
| 1Y | +2.8% | +82.6% | -79.9% | -6.8% |
| 3Y | +221.5% | +241.3% | -19.8% | +160.2% |
| 5Y | +123.4% | +135.4% | -12.1% | +73.3% |
| All | +166.8% | +180.7% | -14.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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