+234.4%
GDXJ vs LTH
+150.3%
+84.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.3% | -3.9% |
| 7D | -6.2% | -3.7% | -2.5% | -5.7% |
| 30D | +4.6% | -5.3% | +10.0% | +5.5% |
| 3M | +31.3% | +24.2% | +7.1% | +26.5% |
| 6M | -10.7% | +54.8% | -65.5% | -16.8% |
| YTD | +9.1% | +56.1% | -47.0% | +1.4% |
| 1Y | +44.1% | +45.5% | -1.4% | +35.0% |
| 3Y | +285.4% | +155.9% | +129.5% | +224.0% |
| All | +234.4% | +150.3% | +84.0% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling