+95.0%
FCX vs LTH
+183.0%
-88.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +5.0% |
| 7D | -1.0% | +7.0% | -8.0% | -2.7% |
| 30D | -15.2% | +15.4% | -30.7% | -18.3% |
| 3M | -10.3% | +7.0% | -17.3% | -12.1% |
| 6M | +1.6% | +46.9% | -45.3% | -8.4% |
| YTD | +23.9% | +76.4% | -52.5% | +6.1% |
| 1Y | +58.0% | +83.7% | -25.7% | +33.9% |
| 3Y | +94.6% | +248.9% | -154.3% | +40.1% |
| 5Y | +70.4% | +141.8% | -71.4% | +19.4% |
| All | +95.0% | +183.0% | -88.0% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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