+60.3%
FCX vs LDOS
-27.6%
+87.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.4% |
| 7D | -6.0% | -2.8% | -3.2% | -6.1% |
| 30D | -13.6% | +13.6% | -27.2% | -13.1% |
| 3M | -6.8% | +4.2% | -11.0% | -6.6% |
| 6M | +13.2% | -8.2% | +21.4% | +14.8% |
| YTD | +24.4% | -24.1% | +48.5% | +24.3% |
| 1Y | +60.3% | -31.2% | +91.5% | +68.5% |
| All | +60.3% | -27.6% | +87.9% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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