+1,068.4%
FCX vs LII
+2,734.1%
-1,665.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +3.5% |
| 7D | -4.9% | -0.6% | -4.3% | -4.6% |
| 30D | -17.1% | -4.6% | -12.5% | -16.0% |
| 3M | -12.7% | -21.2% | +8.6% | -4.0% |
| 6M | -2.0% | -36.4% | +34.5% | +16.6% |
| YTD | +18.1% | -28.9% | +47.0% | +32.6% |
| 1Y | +55.2% | -29.5% | +84.7% | +74.6% |
| 3Y | +74.3% | -8.6% | +82.9% | +69.6% |
| 5Y | +71.9% | +20.2% | +51.7% | +43.7% |
| 10Y | +498.4% | +166.2% | +332.1% | +250.0% |
| All | +1,068.4% | +2,734.1% | -1,665.8% | +246.4% |
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