+57.1%
FCX vs LMT
+105.8%
-48.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +4.4% | +4.8% | -0.4% | +3.4% |
| 30D | -16.3% | +19.9% | -36.2% | -19.7% |
| 3M | -12.5% | +0.2% | -12.7% | -12.7% |
| 6M | -8.0% | +17.4% | -25.5% | -12.2% |
| YTD | +20.1% | +27.2% | -7.0% | +11.6% |
| 1Y | +45.9% | +35.6% | +10.3% | +33.1% |
| 3Y | +86.2% | +47.1% | +39.2% | +59.3% |
| 5Y | +57.1% | +103.7% | -46.6% | +10.5% |
| All | +57.1% | +105.8% | -48.6% | +10.5% |
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 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