+85.8%
FCX vs LSCC
+101.3%
-15.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.4% |
| 7D | -2.4% | +5.0% | -7.4% | -4.2% |
| 30D | -18.0% | -11.7% | -6.2% | -14.6% |
| 3M | -14.3% | -13.3% | -1.0% | -10.8% |
| 6M | -1.7% | -12.5% | +10.8% | +0.9% |
| YTD | +19.8% | +51.2% | -31.3% | -1.0% |
| 1Y | +48.6% | +65.9% | -17.2% | +18.5% |
| 3Y | +85.8% | +95.3% | -9.5% | +25.9% |
| All | +85.8% | +101.3% | -15.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling