+1,069.2%
FCX vs LHX
+4,013.0%
-2,943.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 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