+1,015.5%
FCX vs LOW
+6,897.4%
-5,881.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.3% |
| 7D | -4.9% | -1.7% | -3.1% | -4.2% |
| 30D | +4.8% | -7.0% | +11.9% | +7.8% |
| 3M | +4.6% | -0.9% | +5.5% | +4.3% |
| 6M | +10.8% | -20.1% | +30.9% | +20.6% |
| YTD | +44.2% | -13.9% | +58.1% | +51.8% |
| 1Y | +59.6% | -21.1% | +80.7% | +73.7% |
| 3Y | +82.2% | -6.6% | +88.9% | +84.2% |
| 5Y | +115.6% | +9.4% | +106.3% | +102.2% |
| 10Y | +670.6% | +220.5% | +450.1% | +387.8% |
| All | +1,015.5% | +6,897.4% | -5,881.9% | +319.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling