+613.6%
FCX vs LVS
-0.5%
+614.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -5.7% |
| 7D | -1.9% | -4.3% | +2.4% | +0.4% |
| 30D | +3.4% | -6.8% | +10.2% | +7.2% |
| 3M | +15.0% | -15.6% | +30.6% | +24.8% |
| 6M | +14.6% | -20.6% | +35.2% | +28.6% |
| YTD | +41.2% | -33.4% | +74.6% | +71.2% |
| 1Y | +60.4% | -20.1% | +80.5% | +73.8% |
| 3Y | +88.4% | -7.4% | +95.9% | +81.7% |
| 5Y | +115.0% | +8.5% | +106.5% | +72.4% |
| All | +613.6% | -0.5% | +614.1% | +509.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling