+196.1%
FCX vs LDOS
+509.1%
-313.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.6% |
| 7D | -12.5% | -3.7% | -8.8% | -10.8% |
| 30D | -20.0% | +16.4% | -36.4% | -26.8% |
| 3M | -16.4% | +7.4% | -23.8% | -21.1% |
| 6M | +0.8% | -0.3% | +1.2% | -2.1% |
| YTD | +15.1% | -24.0% | +39.1% | +27.4% |
| 1Y | +45.3% | -29.6% | +74.9% | +68.1% |
| 3Y | +70.9% | +35.1% | +35.8% | +26.1% |
| 5Y | +67.5% | +52.9% | +14.6% | +11.4% |
| 10Y | +483.0% | +262.2% | +220.8% | +114.7% |
| All | +196.1% | +509.1% | -313.0% | -29.1% |
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 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