+159.4%
LRCX vs GDX
+43.3%
+116.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.1% | -2.2% | -0.9% | -2.1% |
| 30D | -8.6% | +6.8% | -15.3% | -11.8% |
| 3M | -17.7% | +24.9% | -42.6% | -27.2% |
| 6M | +36.4% | -4.2% | +40.6% | +34.7% |
| YTD | +74.5% | +13.2% | +61.3% | +59.6% |
| 1Y | +159.4% | +40.2% | +119.2% | +106.6% |
| All | +159.4% | +43.3% | +116.1% | +106.6% |
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