+102.7%
FCX vs LH
+64.5%
+38.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +6.0% | +5.6% |
| 7D | +5.7% | -0.8% | +6.6% | +6.0% |
| 30D | +10.1% | +2.0% | +8.1% | +9.4% |
| 3M | +20.2% | +24.3% | -4.1% | +10.8% |
| 6M | +29.7% | +21.1% | +8.6% | +20.9% |
| YTD | +51.9% | +30.4% | +21.5% | +37.9% |
| 1Y | +66.0% | +18.4% | +47.6% | +55.8% |
| 3Y | +102.7% | +65.5% | +37.3% | +68.8% |
| All | +102.7% | +64.5% | +38.3% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling