+661.8%
FCX vs LSCC
+1,763.3%
-1,101.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.6% |
| 7D | -4.9% | +1.3% | -6.2% | -5.3% |
| 30D | +4.8% | -9.7% | +14.5% | +8.9% |
| 3M | +4.6% | -23.7% | +28.3% | +15.1% |
| 6M | +10.8% | +26.5% | -15.7% | -1.5% |
| YTD | +44.2% | +57.5% | -13.3% | +16.4% |
| 1Y | +59.6% | +75.7% | -16.1% | +22.8% |
| 3Y | +82.2% | +19.5% | +62.8% | +49.5% |
| 5Y | +115.6% | +83.8% | +31.9% | +36.1% |
| All | +661.8% | +1,763.3% | -1,101.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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