+110.8%
FCX vs LUNR
+62.5%
+48.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.9% | -0.5% | +5.2% |
| 7D | +5.7% | +6.5% | -0.8% | +5.5% |
| 30D | +10.1% | -4.4% | +14.4% | +10.1% |
| 3M | +20.2% | -47.3% | +67.4% | +22.1% |
| 6M | +29.7% | -11.1% | +40.7% | +29.7% |
| YTD | +51.9% | -3.4% | +55.3% | +51.4% |
| 1Y | +66.0% | +85.8% | -19.8% | +63.0% |
| 3Y | +102.7% | +264.7% | -161.9% | +97.6% |
| All | +110.8% | +62.5% | +48.3% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded LUNR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling