+361.6%
LRCX vs GDXJ
+285.5%
+76.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | -3.1% | -2.8% | -0.3% | -2.1% |
| 30D | -8.6% | +5.0% | -13.5% | -10.5% |
| 3M | -17.7% | +24.1% | -41.7% | -24.4% |
| 6M | +36.4% | -7.4% | +43.7% | +36.5% |
| YTD | +74.5% | +10.2% | +64.3% | +65.4% |
| 1Y | +159.4% | +42.5% | +116.9% | +128.2% |
| 3Y | +361.6% | +285.7% | +75.9% | +219.2% |
| All | +361.6% | +285.5% | +76.1% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 3y: compounded portfolio wealth divided by compounded GDXJ 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…
3y analysis · Full analysis span regression · 6 months rolling