+115.8%
FCX vs LHX
+16.3%
+99.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -2.3% | -4.3% | +2.0% | -0.8% |
| 30D | +2.7% | -15.1% | +17.8% | +8.6% |
| 3M | +7.4% | -21.0% | +28.4% | +16.0% |
| 6M | +16.0% | -32.0% | +48.0% | +33.3% |
| YTD | +40.9% | -15.3% | +56.3% | +47.7% |
| 1Y | +56.4% | -11.1% | +67.5% | +60.7% |
| 3Y | +84.2% | +54.0% | +30.2% | +46.6% |
| All | +115.8% | +16.3% | +99.5% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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