+395.9%
FCX vs LPLA
+797.0%
-401.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.2% |
| 7D | -0.8% | -3.2% | +2.4% | +1.0% |
| 30D | -15.1% | -8.6% | -6.4% | -11.9% |
| 3M | -9.6% | -18.7% | +9.1% | -0.6% |
| 6M | -3.1% | +4.5% | -7.6% | -8.6% |
| YTD | +23.4% | -15.3% | +38.8% | +28.9% |
| 1Y | +52.7% | -19.9% | +72.5% | +64.7% |
| 3Y | +91.4% | +33.4% | +58.0% | +40.6% |
| 5Y | +62.7% | +87.4% | -24.7% | -12.3% |
| 10Y | +395.9% | +800.4% | -404.6% | +7.1% |
| All | +395.9% | +797.0% | -401.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling