+18.4%
GDXJ vs LUMN
-60.4%
+78.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.3% | +3.5% |
| 7D | +16.4% | -10.6% | +26.9% | +18.2% |
| 30D | -1.2% | -18.2% | +17.0% | +1.8% |
| 3M | -3.9% | -30.8% | +26.9% | +1.7% |
| 6M | -10.2% | -49.1% | +38.9% | +0.2% |
| YTD | -0.6% | -44.4% | +43.8% | +6.3% |
| All | +18.4% | -60.4% | +78.8% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling