+62.7%
FCX vs LEN
-7.9%
+70.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.1% |
| 7D | -0.8% | -6.4% | +5.6% | +1.5% |
| 30D | -15.1% | +15.6% | -30.7% | -19.9% |
| 3M | -9.6% | -0.8% | -8.9% | -10.3% |
| 6M | -3.1% | +0.4% | -3.4% | -4.7% |
| YTD | +23.4% | -14.1% | +37.6% | +28.0% |
| 1Y | +52.7% | -29.6% | +82.3% | +69.8% |
| 3Y | +91.4% | -23.1% | +114.5% | +96.6% |
| 5Y | +62.7% | -8.9% | +71.6% | +42.0% |
| All | +62.7% | -7.9% | +70.7% | +42.0% |
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 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