+386.3%
FCX vs LDOS
+254.8%
+131.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.7% |
| 7D | -2.4% | +1.9% | -4.2% | -3.2% |
| 30D | -18.0% | +12.8% | -30.8% | -22.6% |
| 3M | -14.3% | -1.0% | -13.3% | -14.9% |
| 6M | -1.7% | +6.2% | -7.9% | -6.7% |
| YTD | +19.8% | -23.2% | +43.1% | +31.0% |
| 1Y | +48.6% | -29.5% | +78.1% | +69.8% |
| 3Y | +85.8% | +37.1% | +48.8% | +37.8% |
| 5Y | +72.2% | +55.6% | +16.6% | +15.1% |
| 10Y | +386.3% | +249.4% | +136.9% | +133.8% |
| All | +386.3% | +254.8% | +131.4% | +133.8% |
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