+74.3%
FCX vs LTH
+268.4%
-194.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | -4.9% | +4.5% | -9.4% | -5.9% |
| 30D | -17.1% | +16.3% | -33.5% | -20.0% |
| 3M | -12.7% | +8.4% | -21.0% | -14.5% |
| 6M | -2.0% | +40.3% | -42.2% | -10.5% |
| YTD | +18.1% | +77.3% | -59.2% | +1.2% |
| 1Y | +55.2% | +88.0% | -32.8% | +31.1% |
| 3Y | +74.3% | +274.3% | -199.9% | +42.3% |
| All | +74.3% | +268.4% | -194.1% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling