+138.9%
FCX vs LEN
-12.1%
+150.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.2% | +6.8% |
| 7D | +5.7% | -2.9% | +8.6% | +6.8% |
| 30D | +10.1% | -8.9% | +18.9% | +13.7% |
| 3M | +20.2% | -10.9% | +31.1% | +24.7% |
| 6M | +29.7% | -19.7% | +49.3% | +39.7% |
| YTD | +51.9% | -20.6% | +72.5% | +63.6% |
| 1Y | +66.0% | -42.4% | +108.4% | +100.6% |
| 3Y | +102.7% | -26.5% | +129.3% | +113.0% |
| 5Y | +138.9% | -10.9% | +149.8% | +114.1% |
| All | +138.9% | -12.1% | +150.9% | +114.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling