+990.0%
FCX vs LUMN
+99.7%
+890.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -2.3% | +2.5% | -4.8% | -2.9% |
| 30D | +2.7% | +10.3% | -7.7% | +0.1% |
| 3M | +7.4% | -18.3% | +25.6% | +11.5% |
| 6M | +16.0% | +4.4% | +11.7% | +13.4% |
| YTD | +40.9% | -10.7% | +51.6% | +39.5% |
| 1Y | +56.4% | +14.0% | +42.5% | +42.9% |
| 3Y | +84.2% | +406.6% | -322.4% | -21.1% |
| 5Y | +114.6% | -36.8% | +151.4% | +78.1% |
| 10Y | +668.4% | -56.2% | +724.5% | +536.7% |
| All | +990.0% | +99.7% | +890.3% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling