+115.8%
FCX vs LYB
-4.6%
+120.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | -2.3% | +0.3% | -2.6% | -2.4% |
| 30D | +2.7% | +2.5% | +0.2% | +1.1% |
| 3M | +7.4% | +1.4% | +6.0% | +5.5% |
| 6M | +16.0% | -3.5% | +19.5% | +10.8% |
| YTD | +40.9% | +52.0% | -11.1% | -5.7% |
| 1Y | +56.4% | +22.1% | +34.4% | +21.9% |
| 3Y | +84.2% | -22.8% | +107.0% | +111.3% |
| All | +115.8% | -4.6% | +120.4% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling