+208.1%
LRCX vs GDX
+55.3%
+152.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +6.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +0.1% | +18.6% | -18.5% | -8.6% |
| 3M | -8.5% | +14.9% | -23.4% | -15.7% |
| 6M | +38.1% | -6.3% | +44.3% | +37.3% |
| YTD | +80.1% | +15.7% | +64.3% | +62.5% |
| 1Y | +208.1% | +54.8% | +153.2% | +138.7% |
| All | +208.1% | +55.3% | +152.7% | +138.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling