+134.6%
FCX vs LH
+28.2%
+106.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | 0.0% |
| 7D | +3.1% | -3.2% | +6.3% | +4.7% |
| 30D | +8.1% | +0.1% | +8.0% | +8.1% |
| 3M | +18.9% | +18.6% | +0.3% | +9.4% |
| 6M | +26.6% | +17.9% | +8.7% | +16.8% |
| YTD | +51.2% | +28.9% | +22.2% | +33.4% |
| 1Y | +75.6% | +16.6% | +58.9% | +62.2% |
| 3Y | +101.7% | +63.6% | +38.2% | +52.8% |
| 5Y | +134.6% | +30.0% | +104.6% | +92.4% |
| All | +134.6% | +28.2% | +106.4% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling