+75.6%
FCX vs LEN
-41.8%
+117.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +3.1% | -3.4% | +6.5% | +4.0% |
| 30D | +8.1% | -5.7% | +13.8% | +9.7% |
| 3M | +18.9% | -12.2% | +31.2% | +22.9% |
| 6M | +26.6% | -18.3% | +44.9% | +31.0% |
| YTD | +51.2% | -20.2% | +71.4% | +58.5% |
| 1Y | +75.6% | -40.1% | +115.6% | +76.0% |
| All | +75.6% | -41.8% | +117.3% | +76.0% |
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