+485.6%
FCX vs LDOS
+248.5%
+237.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.6% |
| 7D | -4.9% | -7.2% | +2.3% | -1.8% |
| 30D | -17.1% | +16.8% | -34.0% | -23.1% |
| 3M | -12.7% | -1.6% | -11.1% | -13.2% |
| 6M | -2.0% | -1.0% | -1.0% | -3.9% |
| YTD | +18.1% | -25.8% | +43.9% | +31.0% |
| 1Y | +55.2% | -31.1% | +86.3% | +79.0% |
| 3Y | +74.3% | +32.8% | +41.5% | +30.8% |
| 5Y | +71.9% | +49.4% | +22.5% | +17.0% |
| All | +485.6% | +248.5% | +237.2% | +169.9% |
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