+1,015.5%
FCX vs LMT
+3,487.6%
-2,472.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.8% |
| 7D | -4.9% | -6.3% | +1.4% | -2.3% |
| 30D | +4.8% | -8.5% | +13.3% | +8.4% |
| 3M | +4.6% | +1.8% | +2.8% | +2.6% |
| 6M | +10.8% | -19.9% | +30.8% | +20.2% |
| YTD | +44.2% | +10.6% | +33.6% | +35.7% |
| 1Y | +59.6% | +17.9% | +41.6% | +45.8% |
| 3Y | +82.2% | +27.0% | +55.3% | +56.5% |
| 5Y | +115.6% | +68.7% | +47.0% | +60.9% |
| 10Y | +670.6% | +181.1% | +489.5% | +362.8% |
| All | +1,015.5% | +3,487.6% | -2,472.2% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling