+66.0%
FCX vs LTH
+46.4%
+19.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.8% | +7.1% | +5.7% |
| 7D | +5.7% | +1.5% | +4.2% | +5.4% |
| 30D | +10.1% | -3.1% | +13.1% | +10.6% |
| 3M | +20.2% | +28.1% | -7.9% | +12.0% |
| 6M | +29.7% | +67.4% | -37.7% | +14.4% |
| YTD | +51.9% | +59.8% | -7.8% | +33.7% |
| 1Y | +66.0% | +45.6% | +20.4% | +54.3% |
| All | +66.0% | +46.4% | +19.5% | +54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling