+485.6%
FCX vs LSCC
+1,244.7%
-759.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.3% |
| 7D | -4.9% | +13.0% | -17.8% | -9.9% |
| 30D | -17.1% | -19.8% | +2.7% | -10.1% |
| 3M | -12.7% | -18.4% | +5.7% | -6.7% |
| 6M | -2.0% | -16.1% | +14.1% | +2.2% |
| YTD | +18.1% | +42.7% | -24.6% | -2.5% |
| 1Y | +55.2% | +68.0% | -12.8% | +19.6% |
| 3Y | +74.3% | +85.8% | -11.5% | +17.5% |
| 5Y | +71.9% | +28.0% | +43.9% | +24.1% |
| All | +485.6% | +1,244.7% | -759.1% | +70.7% |
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