+427.7%
FCX vs LVS
+55.3%
+372.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -14.7% | +10.0% | -24.7% | -17.6% |
| 3M | -11.2% | -11.0% | -0.1% | -7.9% |
| 6M | -11.4% | -20.1% | +8.8% | -5.2% |
| YTD | +17.7% | -36.3% | +54.1% | +35.3% |
| 1Y | +47.5% | -36.8% | +84.3% | +69.8% |
| 3Y | +83.9% | -9.5% | +93.4% | +83.6% |
| 5Y | +54.0% | +9.3% | +44.7% | +39.3% |
| 10Y | +372.9% | -11.0% | +383.8% | +357.4% |
| All | +427.7% | +55.3% | +372.4% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling