+69.9%
FCX vs LDOS
+35.4%
+34.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.5% |
| 7D | -12.5% | -3.7% | -8.8% | -12.2% |
| 30D | -20.0% | +16.4% | -36.4% | -21.1% |
| 3M | -16.4% | +7.4% | -23.8% | -17.3% |
| 6M | +0.8% | -0.3% | +1.2% | +0.8% |
| YTD | +15.1% | -24.0% | +39.1% | +19.5% |
| 1Y | +45.3% | -29.6% | +74.9% | +53.4% |
| All | +69.9% | +35.4% | +34.5% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling