+52.7%
FCX vs LDOS
-31.1%
+83.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +2.9% |
| 7D | -0.8% | -1.3% | +0.6% | -0.8% |
| 30D | -15.1% | +10.1% | -25.2% | -14.7% |
| 3M | -9.6% | -4.7% | -4.9% | -9.2% |
| 6M | -3.1% | +5.6% | -8.6% | -3.0% |
| YTD | +23.4% | -25.1% | +48.5% | +22.9% |
| 1Y | +52.7% | -31.7% | +84.3% | +60.0% |
| All | +52.7% | -31.1% | +83.7% | +60.0% |
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