+395.9%
FCX vs LDOS
+241.3%
+154.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +4.1% |
| 7D | -0.8% | -1.3% | +0.6% | -0.3% |
| 30D | -15.1% | +10.1% | -25.2% | -19.0% |
| 3M | -9.6% | -4.7% | -4.9% | -8.8% |
| 6M | -3.1% | +5.6% | -8.6% | -7.8% |
| YTD | +23.4% | -25.1% | +48.5% | +36.3% |
| 1Y | +52.7% | -31.7% | +84.3% | +76.9% |
| 3Y | +91.4% | +33.7% | +57.7% | +43.4% |
| 5Y | +62.7% | +54.4% | +8.4% | +8.9% |
| 10Y | +395.9% | +236.4% | +159.4% | +131.5% |
| All | +395.9% | +241.3% | +154.6% | +131.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling