+60.3%
FCX vs LH
+44.2%
+16.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | 0.0% |
| 7D | -6.0% | +2.1% | -8.1% | -6.7% |
| 30D | -13.6% | +19.2% | -32.7% | -19.2% |
| 3M | -6.8% | +18.0% | -24.8% | -12.2% |
| 6M | +13.2% | +46.1% | -32.9% | -3.3% |
| YTD | +24.4% | +47.7% | -23.3% | +8.7% |
| 1Y | +60.3% | +47.2% | +13.0% | +40.2% |
| All | +60.3% | +44.2% | +16.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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