+60.3%
FCX vs LVS
-31.5%
+91.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.1% | -0.5% |
| 7D | -6.0% | +13.4% | -19.4% | -9.3% |
| 30D | -13.6% | +12.2% | -25.8% | -16.4% |
| 3M | -6.8% | -10.7% | +4.0% | -3.6% |
| 6M | +13.2% | -19.8% | +33.0% | +20.8% |
| YTD | +24.4% | -35.8% | +60.2% | +37.7% |
| 1Y | +60.3% | -31.8% | +92.1% | +72.7% |
| All | +60.3% | -31.5% | +91.8% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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