+47.5%
FCX vs LMT
+33.5%
+14.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -0.3% | +5.1% | -5.4% | -0.5% |
| 30D | -14.7% | +14.1% | -28.9% | -15.1% |
| 3M | -11.2% | +0.3% | -11.5% | -10.6% |
| 6M | -11.4% | +16.1% | -27.5% | -12.9% |
| YTD | +17.7% | +25.5% | -7.7% | +14.4% |
| 1Y | +47.5% | +34.1% | +13.4% | +44.3% |
| All | +47.5% | +33.5% | +14.0% | +44.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling