+854.8%
FCX vs LH
+1,279.4%
-424.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | -0.8% | +1.2% | -2.0% | -1.0% |
| 30D | -15.1% | +18.0% | -33.0% | -18.4% |
| 3M | -9.6% | +15.7% | -25.3% | -12.7% |
| 6M | -3.1% | +46.6% | -49.7% | -11.7% |
| YTD | +23.4% | +49.5% | -26.0% | +12.1% |
| 1Y | +52.7% | +40.2% | +12.5% | +40.7% |
| 3Y | +91.4% | +87.6% | +3.8% | +64.0% |
| 5Y | +62.7% | +59.3% | +3.5% | +44.3% |
| 10Y | +395.9% | +266.1% | +129.8% | +273.5% |
| All | +854.8% | +1,279.4% | -424.6% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling