+134.6%
FCX vs LOW
+7.0%
+127.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +3.1% | -0.6% | +3.7% | +3.3% |
| 30D | +8.1% | -9.3% | +17.4% | +13.2% |
| 3M | +18.9% | -8.1% | +27.0% | +23.1% |
| 6M | +26.6% | -19.8% | +46.4% | +40.4% |
| YTD | +51.2% | -16.4% | +67.5% | +63.2% |
| 1Y | +75.6% | -24.7% | +100.2% | +100.0% |
| 3Y | +101.7% | -8.8% | +110.5% | +103.8% |
| 5Y | +134.6% | +7.8% | +126.9% | +75.3% |
| All | +134.6% | +7.0% | +127.6% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling