+612.2%
FCX vs LH
+183.3%
+428.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -1.1% |
| 7D | -2.3% | -4.7% | +2.4% | +0.7% |
| 30D | +2.7% | -3.5% | +6.2% | +5.1% |
| 3M | +7.4% | +17.7% | -10.3% | -3.1% |
| 6M | +16.0% | +15.8% | +0.3% | +5.7% |
| YTD | +40.9% | +25.1% | +15.8% | +22.1% |
| 1Y | +56.4% | +12.5% | +43.9% | +44.0% |
| 3Y | +84.2% | +59.8% | +24.4% | +31.8% |
| 5Y | +114.6% | +27.1% | +87.5% | +74.6% |
| All | +612.2% | +183.3% | +428.9% | +231.4% |
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