+1,533.3%
LITE vs FCX
+437.2%
+1,096.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +8.5% |
| 7D | -12.9% | -1.0% | -11.9% | -11.9% |
| 30D | -46.0% | -15.2% | -30.7% | -41.3% |
| 3M | -33.0% | -10.3% | -22.8% | -29.0% |
| 6M | -34.0% | +1.6% | -35.6% | -32.8% |
| YTD | +61.7% | +23.9% | +37.9% | +51.6% |
| 1Y | +148.3% | +58.0% | +90.3% | +113.0% |
| 3Y | +1,408.5% | +94.6% | +1,313.9% | +1,089.0% |
| 5Y | +546.2% | +70.4% | +475.8% | +410.2% |
| 10Y | +1,533.3% | +430.7% | +1,102.7% | +642.5% |
| All | +1,533.3% | +437.2% | +1,096.1% | +642.5% |
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