+60.3%
FCX vs LOW
-0.5%
+60.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | -0.5% |
| 7D | -6.0% | +15.6% | -21.6% | -9.5% |
| 30D | -13.6% | +28.6% | -42.2% | -19.8% |
| 3M | -6.8% | +5.8% | -12.6% | -7.6% |
| 6M | +13.2% | +3.8% | +9.4% | +13.5% |
| YTD | +24.4% | -2.8% | +27.2% | +28.0% |
| 1Y | +60.3% | -1.4% | +61.7% | +63.7% |
| All | +60.3% | -0.5% | +60.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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