+114.3%
FCX vs LII
+25.3%
+89.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | -0.2% |
| 7D | -4.9% | -0.7% | -4.1% | -4.6% |
| 30D | +4.8% | -12.6% | +17.4% | +10.4% |
| 3M | +4.6% | -24.4% | +29.1% | +15.2% |
| 6M | +10.8% | -28.7% | +39.5% | +24.5% |
| YTD | +44.2% | -19.1% | +63.4% | +52.9% |
| 1Y | +59.6% | -29.7% | +89.3% | +79.1% |
| 3Y | +82.2% | +4.8% | +77.5% | +66.8% |
| All | +114.3% | +25.3% | +89.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling