+124.7%
LITE vs FCX
+50.3%
+74.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.0% | +3.2% |
| 7D | -35.9% | -4.9% | -31.1% | -32.4% |
| 30D | -51.5% | -17.1% | -34.4% | -41.6% |
| 3M | -35.7% | -12.7% | -23.1% | -26.3% |
| 6M | -43.0% | -2.0% | -41.0% | -39.4% |
| YTD | +46.1% | +18.1% | +28.0% | +14.1% |
| 1Y | +124.7% | +55.2% | +69.5% | +8.3% |
| All | +124.7% | +50.3% | +74.4% | +8.3% |
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