+373.5%
FCX vs LH
+261.9%
+111.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -14.7% | +16.7% | -31.5% | -22.6% |
| 3M | -11.2% | +15.1% | -26.3% | -18.7% |
| 6M | -11.4% | +46.3% | -57.7% | -30.7% |
| YTD | +17.7% | +48.8% | -31.0% | -8.9% |
| 1Y | +47.5% | +39.7% | +7.8% | +18.6% |
| 3Y | +83.9% | +87.0% | -3.2% | +18.7% |
| 5Y | +54.0% | +53.0% | +1.0% | +11.0% |
| All | +373.5% | +261.9% | +111.7% | +95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling