+60.4%
FCX vs LH
+11.8%
+48.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.4% | -2.2% | -4.7% |
| 7D | -1.9% | -7.4% | +5.5% | +1.4% |
| 30D | +3.4% | -4.6% | +8.0% | +5.7% |
| 3M | +15.0% | +14.5% | +0.5% | +10.6% |
| 6M | +14.6% | +14.8% | -0.2% | +10.3% |
| YTD | +41.2% | +23.3% | +17.9% | +33.2% |
| 1Y | +60.4% | +13.6% | +46.8% | +53.7% |
| All | +60.4% | +11.8% | +48.6% | +53.7% |
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