+57.1%
FCX vs LUMN
-58.0%
+115.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.2% | +2.3% |
| 7D | -6.0% | -6.9% | +0.9% | -5.0% |
| 30D | -13.6% | -20.5% | +6.9% | -10.6% |
| 3M | -6.8% | -33.4% | +26.6% | -1.2% |
| 6M | +13.2% | -52.1% | +65.3% | +26.1% |
| YTD | +24.4% | -42.5% | +66.9% | +33.8% |
| All | +57.1% | -58.0% | +115.2% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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