+83.9%
FCX vs LTH
+241.8%
-157.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.5% |
| 7D | -0.3% | -1.3% | +1.0% | 0.0% |
| 30D | -14.7% | +15.7% | -30.4% | -17.7% |
| 3M | -11.2% | +5.0% | -16.2% | -12.4% |
| 6M | -11.4% | +37.7% | -49.1% | -19.1% |
| YTD | +17.7% | +75.0% | -57.3% | +0.4% |
| 1Y | +47.5% | +82.6% | -35.2% | +24.4% |
| 3Y | +83.9% | +241.3% | -157.4% | +46.2% |
| All | +83.9% | +241.8% | -157.9% | +46.2% |
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