+1,015.5%
FCX vs LEN
+3,087.3%
-2,071.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.6% |
| 7D | -4.9% | -3.2% | -1.7% | -3.8% |
| 30D | +4.8% | -4.9% | +9.7% | +6.5% |
| 3M | +4.6% | -8.5% | +13.1% | +7.3% |
| 6M | +10.8% | -20.7% | +31.5% | +19.2% |
| YTD | +44.2% | -17.4% | +61.6% | +52.5% |
| 1Y | +59.6% | -38.2% | +97.8% | +84.4% |
| 3Y | +82.2% | -24.9% | +107.1% | +93.0% |
| 5Y | +115.6% | -11.4% | +127.1% | +111.5% |
| 10Y | +670.6% | +110.0% | +560.5% | +446.4% |
| All | +1,015.5% | +3,087.3% | -2,071.8% | +353.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling