+271.1%
FCX vs LDOS
+494.7%
-223.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.9% | -5.4% | +0.5% | -2.0% |
| 30D | +4.8% | +4.9% | -0.1% | +1.4% |
| 3M | +4.6% | +7.2% | -2.6% | -1.1% |
| 6M | +10.8% | -24.2% | +35.1% | +26.2% |
| YTD | +44.2% | -25.8% | +70.0% | +63.6% |
| 1Y | +59.6% | -24.7% | +84.3% | +79.0% |
| 3Y | +82.2% | +39.3% | +43.0% | +32.7% |
| 5Y | +115.6% | +43.3% | +72.3% | +50.7% |
| 10Y | +670.6% | +278.6% | +392.0% | +178.3% |
| All | +271.1% | +494.7% | -223.7% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling