+134.6%
FCX vs LMT
+71.0%
+63.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | 0.0% |
| 7D | +3.1% | -1.3% | +4.4% | +3.4% |
| 30D | +8.1% | -12.5% | +20.6% | +11.4% |
| 3M | +18.9% | -0.5% | +19.4% | +18.3% |
| 6M | +26.6% | -20.0% | +46.6% | +33.5% |
| YTD | +51.2% | +10.4% | +40.8% | +45.1% |
| 1Y | +75.6% | +17.7% | +57.8% | +65.6% |
| 3Y | +101.7% | +34.3% | +67.4% | +74.8% |
| 5Y | +134.6% | +71.8% | +62.8% | +60.2% |
| All | +134.6% | +71.0% | +63.6% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling