+1,085.9%
FCX vs LII
+2,783.5%
-1,697.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -18.0% | -2.4% | -15.6% | -17.6% |
| 3M | -14.3% | -17.5% | +3.2% | -7.6% |
| 6M | -1.7% | -32.8% | +31.1% | +14.1% |
| YTD | +19.8% | -27.7% | +47.5% | +33.6% |
| 1Y | +48.6% | -28.1% | +76.7% | +65.9% |
| 3Y | +85.8% | -9.7% | +95.5% | +81.9% |
| 5Y | +72.2% | +19.5% | +52.7% | +44.5% |
| 10Y | +386.3% | +170.6% | +215.7% | +182.5% |
| All | +1,085.9% | +2,783.5% | -1,697.7% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling