+48.6%
FCX vs LDOS
-29.6%
+78.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.2% |
| 7D | -2.4% | +1.9% | -4.2% | -2.3% |
| 30D | -18.0% | +12.8% | -30.8% | -17.6% |
| 3M | -14.3% | -1.0% | -13.3% | -13.9% |
| 6M | -1.7% | +6.2% | -7.9% | -1.4% |
| YTD | +19.8% | -23.2% | +43.1% | +19.4% |
| 1Y | +48.6% | -29.5% | +78.1% | +54.1% |
| All | +48.6% | -29.6% | +78.3% | +54.1% |
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