+1,075.1%
FCX vs LH
+1,103.8%
-28.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.6% | +6.0% | +5.5% |
| 7D | +5.7% | -0.8% | +6.6% | +5.9% |
| 30D | +10.1% | +2.0% | +8.1% | +9.6% |
| 3M | +20.2% | +24.3% | -4.1% | +14.0% |
| 6M | +29.7% | +21.1% | +8.6% | +23.9% |
| YTD | +51.9% | +30.4% | +21.5% | +42.6% |
| 1Y | +66.0% | +18.4% | +47.6% | +59.1% |
| 3Y | +102.7% | +65.5% | +37.3% | +79.0% |
| 5Y | +138.9% | +29.9% | +109.0% | +122.0% |
| 10Y | +701.1% | +186.6% | +514.4% | +534.1% |
| All | +1,075.1% | +1,103.8% | -28.7% | +653.8% |
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 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