+215.1%
GDXJ vs LUMN
-55.8%
+270.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.9% | +0.9% |
| 7D | -2.8% | +2.5% | -5.3% | -3.0% |
| 30D | +5.0% | +10.3% | -5.4% | +4.1% |
| 3M | +24.1% | -18.3% | +42.3% | +25.6% |
| 6M | -7.4% | +4.4% | -11.7% | -7.9% |
| YTD | +10.2% | -10.7% | +20.9% | +10.1% |
| 1Y | +42.5% | +14.0% | +28.6% | +39.3% |
| 3Y | +285.7% | +406.6% | -120.9% | +203.0% |
| 5Y | +231.9% | -36.8% | +268.7% | +229.2% |
| All | +215.1% | -55.8% | +270.9% | +183.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling