+1,402.3%
LITE vs FCX
+479.0%
+923.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.0% | +4.5% |
| 7D | -35.9% | -4.9% | -31.1% | -34.2% |
| 30D | -51.5% | -17.1% | -34.4% | -46.9% |
| 3M | -35.7% | -12.7% | -23.1% | -31.1% |
| 6M | -43.0% | -2.0% | -41.0% | -41.0% |
| YTD | +46.1% | +18.1% | +28.0% | +39.7% |
| 1Y | +124.7% | +55.2% | +69.5% | +94.5% |
| 3Y | +1,172.1% | +74.3% | +1,097.7% | +945.1% |
| 5Y | +477.0% | +71.9% | +405.1% | +355.8% |
| All | +1,402.3% | +479.0% | +923.4% | +611.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling