+83.9%
FCX vs LOW
+25.3%
+58.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.8% |
| 30D | -14.7% | +21.7% | -36.4% | -21.9% |
| 3M | -11.2% | +5.0% | -16.2% | -13.0% |
| 6M | -11.4% | +4.6% | -16.0% | -13.6% |
| YTD | +17.7% | -3.5% | +21.2% | +18.9% |
| 1Y | +47.5% | +0.5% | +46.9% | +45.4% |
| 3Y | +83.9% | +24.8% | +59.1% | +54.8% |
| All | +83.9% | +25.3% | +58.5% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling