+74.5%
GDXJ vs LUMN
-42.8%
+117.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | +24.1% | -18.3% | +42.3% | +26.1% |
| 6M | -7.4% | +4.4% | -11.7% | -8.1% |
| YTD | +10.2% | -10.7% | +20.9% | +10.0% |
| 1Y | +42.5% | +14.0% | +28.6% | +37.9% |
| 3Y | +285.7% | +406.6% | -120.9% | +174.4% |
| 5Y | +231.9% | -36.8% | +268.7% | +226.9% |
| 10Y | +230.0% | -56.2% | +286.2% | +220.9% |
| All | +74.5% | -42.8% | +117.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling