+901.5%
LITE vs GDX
+223.5%
+678.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +4.7% |
| 7D | -1.5% | -0.4% | -1.1% | -1.5% |
| 30D | +6.7% | +18.6% | -12.0% | +0.7% |
| 3M | -6.8% | +14.9% | -21.6% | -11.3% |
| 6M | +29.4% | -6.3% | +35.7% | +30.2% |
| YTD | +139.1% | +15.7% | +123.4% | +125.1% |
| 1Y | +521.0% | +54.8% | +466.2% | +447.7% |
| 3Y | +1,535.3% | +253.4% | +1,281.8% | +1,097.1% |
| All | +901.5% | +223.5% | +678.1% | +634.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 GDX 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