+89.1%
FCX vs LTH
+174.8%
-85.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -1.7% |
| 7D | +4.4% | -4.6% | +9.0% | +5.5% |
| 30D | -16.3% | +14.8% | -31.2% | -19.3% |
| 3M | -12.5% | +3.9% | -16.4% | -13.6% |
| 6M | -8.0% | +35.5% | -43.5% | -15.5% |
| YTD | +20.1% | +71.3% | -51.2% | +3.6% |
| 1Y | +45.9% | +75.7% | -29.8% | +25.0% |
| 3Y | +86.2% | +231.9% | -145.7% | +35.7% |
| 5Y | +57.1% | +130.5% | -73.4% | +10.7% |
| All | +89.1% | +174.8% | -85.7% | +36.6% |
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