+56.4%
FCX vs LVS
-19.9%
+76.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -2.3% | -3.5% | +1.2% | -1.6% |
| 30D | +2.7% | -6.2% | +8.9% | +4.0% |
| 3M | +7.4% | -14.8% | +22.2% | +10.9% |
| 6M | +16.0% | -20.9% | +36.9% | +21.9% |
| YTD | +40.9% | -33.0% | +74.0% | +48.1% |
| 1Y | +56.4% | -20.0% | +76.5% | +64.6% |
| All | +56.4% | -19.9% | +76.3% | +64.6% |
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