+178.2%
FCX vs LYB
+633.9%
-455.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +3.1% | -3.1% | +6.2% | +5.5% |
| 30D | +8.1% | +4.0% | +4.1% | +4.6% |
| 3M | +18.9% | +2.4% | +16.5% | +14.6% |
| 6M | +26.6% | -1.4% | +28.0% | +18.5% |
| YTD | +51.2% | +53.9% | -2.8% | -1.9% |
| 1Y | +75.6% | +26.1% | +49.5% | +29.8% |
| 3Y | +101.7% | -21.0% | +122.7% | +109.7% |
| 5Y | +134.6% | -0.7% | +135.4% | +106.1% |
| 10Y | +724.2% | +49.3% | +674.9% | +413.9% |
| All | +178.2% | +633.9% | -455.7% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling