+232.7%
LITE vs FCX
+58.1%
+174.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.3% | -9.2% | -9.1% |
| 7D | -31.4% | -6.0% | -25.4% | -27.6% |
| 30D | -42.6% | -13.6% | -29.0% | -34.2% |
| 3M | -26.2% | -6.8% | -19.4% | -21.2% |
| 6M | -35.8% | +13.2% | -49.0% | -40.0% |
| YTD | +70.0% | +24.4% | +45.6% | +27.6% |
| 1Y | +232.7% | +60.3% | +172.5% | +65.8% |
| All | +232.7% | +58.1% | +174.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling