+55.2%
FCX vs LII
-29.2%
+84.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.2% |
| 7D | -4.9% | -0.6% | -4.3% | -4.7% |
| 30D | -17.1% | -4.6% | -12.5% | -16.5% |
| 3M | -12.7% | -21.2% | +8.6% | -6.5% |
| 6M | -2.0% | -36.4% | +34.5% | +11.4% |
| YTD | +18.1% | -28.9% | +47.0% | +26.3% |
| 1Y | +55.2% | -29.5% | +84.7% | +67.3% |
| All | +55.2% | -29.2% | +84.4% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling