+613.6%
FCX vs LMT
+191.8%
+421.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.7% | -7.1% |
| 7D | -1.9% | -0.5% | -1.3% | -1.6% |
| 30D | +3.4% | -10.8% | +14.2% | +8.4% |
| 3M | +15.0% | +1.6% | +13.4% | +12.7% |
| 6M | +14.6% | -17.6% | +32.2% | +23.9% |
| YTD | +41.2% | +11.6% | +29.6% | +30.8% |
| 1Y | +60.4% | +17.2% | +43.1% | +44.7% |
| 3Y | +88.4% | +35.7% | +52.7% | +50.0% |
| 5Y | +115.0% | +75.2% | +39.8% | +42.1% |
| All | +613.6% | +191.8% | +421.7% | +264.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling