+60.3%
FCX vs LEN
-21.9%
+82.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.1% | -5.7% | -0.5% |
| 7D | -6.0% | +10.5% | -16.5% | -8.5% |
| 30D | -13.6% | +24.6% | -38.2% | -19.2% |
| 3M | -6.8% | +6.6% | -13.4% | -8.3% |
| 6M | +13.2% | +10.6% | +2.5% | +9.2% |
| YTD | +24.4% | -8.3% | +32.7% | +27.5% |
| 1Y | +60.3% | -22.5% | +82.8% | +70.2% |
| All | +60.3% | -21.9% | +82.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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