+92.8%
FCX vs LPLA
+33.3%
+59.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +3.6% |
| 7D | -0.8% | -3.2% | +2.4% | +0.1% |
| 30D | -15.1% | -8.6% | -6.4% | -13.3% |
| 3M | -9.6% | -18.7% | +9.1% | -4.8% |
| 6M | -3.1% | +4.5% | -7.6% | -5.9% |
| YTD | +23.4% | -15.3% | +38.8% | +27.2% |
| 1Y | +52.7% | -19.9% | +72.5% | +60.3% |
| All | +92.8% | +33.3% | +59.5% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling