+84.2%
FCX vs LYB
-23.1%
+107.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -2.3% | +0.3% | -2.6% | -2.3% |
| 30D | +2.7% | +2.5% | +0.2% | +1.7% |
| 3M | +7.4% | +1.4% | +6.0% | +6.5% |
| 6M | +16.0% | -3.5% | +19.5% | +12.3% |
| YTD | +40.9% | +52.0% | -11.1% | +4.9% |
| 1Y | +56.4% | +22.1% | +34.4% | +31.8% |
| 3Y | +84.2% | -22.8% | +107.0% | +114.7% |
| All | +84.2% | -23.1% | +107.4% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 3y: compounded portfolio wealth divided by compounded LYB 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…
3y analysis · Full analysis span regression · 6 months rolling