+813.3%
FCX vs LSCC
+1,020.2%
-206.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | +0.8% |
| 7D | -4.9% | +13.0% | -17.8% | -8.1% |
| 30D | -17.1% | -19.8% | +2.7% | -12.6% |
| 3M | -12.7% | -18.4% | +5.7% | -8.7% |
| 6M | -2.0% | -16.1% | +14.1% | +1.1% |
| YTD | +18.1% | +42.7% | -24.6% | +5.5% |
| 1Y | +55.2% | +68.0% | -12.8% | +32.9% |
| 3Y | +74.3% | +85.8% | -11.5% | +39.5% |
| 5Y | +71.9% | +28.0% | +43.9% | +45.4% |
| 10Y | +498.4% | +1,255.1% | -756.7% | +186.5% |
| All | +813.3% | +1,020.2% | -206.9% | +217.8% |
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