+653.3%
FCX vs LDOS
+278.0%
+375.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -4.9% | -5.4% | +0.5% | -2.4% |
| 30D | +4.8% | +4.9% | -0.1% | +1.9% |
| 3M | +4.6% | +7.2% | -2.6% | -0.2% |
| 6M | +10.8% | -24.2% | +35.1% | +24.6% |
| YTD | +44.2% | -25.8% | +70.0% | +61.6% |
| 1Y | +59.6% | -24.7% | +84.3% | +77.0% |
| 3Y | +82.2% | +39.3% | +43.0% | +33.5% |
| 5Y | +115.6% | +43.3% | +72.3% | +51.7% |
| All | +653.3% | +278.0% | +375.3% | +187.5% |
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