+1,015.5%
FCX vs LSCC
+1,136.3%
-120.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.3% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | +4.8% | -9.7% | +14.5% | +7.5% |
| 3M | +4.6% | -23.7% | +28.3% | +11.5% |
| 6M | +10.8% | +26.5% | -15.7% | +3.2% |
| YTD | +44.2% | +57.5% | -13.3% | +26.5% |
| 1Y | +59.6% | +75.7% | -16.1% | +35.9% |
| 3Y | +82.2% | +19.5% | +62.8% | +62.6% |
| 5Y | +115.6% | +83.8% | +31.9% | +67.9% |
| 10Y | +670.6% | +1,772.4% | -1,101.8% | +243.9% |
| All | +1,015.5% | +1,136.3% | -120.8% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling