+50.5%
FCX vs LTH
+76.0%
-25.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.5% | -2.0% |
| 7D | +4.4% | -4.6% | +9.0% | +5.2% |
| 30D | -16.3% | +14.8% | -31.2% | -18.6% |
| 3M | -12.5% | +3.9% | -16.4% | -13.1% |
| 6M | -8.0% | +35.5% | -43.5% | -16.2% |
| YTD | +20.1% | +71.3% | -51.2% | +0.9% |
| All | +50.5% | +76.0% | -25.5% | +24.8% |
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