+424.9%
LRCX vs GDX
+222.1%
+202.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.2% | -4.5% |
| 7D | +1.8% | -5.4% | +7.2% | +3.7% |
| 30D | -4.3% | +6.6% | -10.9% | -6.7% |
| 3M | -7.3% | +30.1% | -37.4% | -15.7% |
| 6M | +38.6% | -7.1% | +45.7% | +39.6% |
| YTD | +74.4% | +12.0% | +62.5% | +65.9% |
| 1Y | +179.1% | +41.2% | +137.9% | +148.5% |
| 3Y | +357.7% | +251.0% | +106.7% | +212.3% |
| 5Y | +424.9% | +226.7% | +198.1% | +246.4% |
| All | +424.9% | +222.1% | +202.7% | +246.4% |
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