Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FCX vs LHX✓SelectedUSD · LHXFCX vs LHX performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs LHX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,069.2%
LHX return
+4,013.0%
Excess return
-2,943.9%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLHXExcessAlpha
1D-0.5%-2.1%+1.6%+0.4%
7D+3.1%-3.7%+6.8%+4.9%
30D+8.1%-13.2%+21.3%+14.9%
3M+18.9%-18.4%+37.3%+28.9%
6M+26.6%-32.0%+58.6%+48.9%
YTD+51.2%-13.6%+64.8%+58.9%
1Y+75.6%-6.0%+81.5%+77.3%
3Y+101.7%+57.9%+43.8%+57.1%
5Y+134.6%+19.2%+115.4%+105.0%
10Y+724.2%+232.3%+491.9%+346.0%
All+1,069.2%+4,013.0%-2,943.9%+224.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling