+57.1%
FCX vs LVS
+6.9%
+50.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.8% |
| 7D | +4.4% | -3.9% | +8.3% | +6.0% |
| 30D | -16.3% | +7.1% | -23.4% | -18.8% |
| 3M | -12.5% | -13.2% | +0.7% | -7.7% |
| 6M | -8.0% | -22.8% | +14.8% | +1.2% |
| YTD | +20.1% | -38.0% | +58.1% | +43.5% |
| 1Y | +45.9% | -39.5% | +85.4% | +75.8% |
| 3Y | +86.2% | -12.2% | +98.4% | +82.9% |
| 5Y | +57.1% | +6.4% | +50.7% | +39.3% |
| All | +57.1% | +6.9% | +50.2% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling