+129.4%
LITE vs FCX
+54.2%
+75.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +6.1% |
| 7D | -12.9% | -1.0% | -11.9% | -11.1% |
| 30D | -46.0% | -15.2% | -30.7% | -36.4% |
| 3M | -33.0% | -10.3% | -22.8% | -25.1% |
| 6M | -34.0% | +1.6% | -35.6% | -32.3% |
| YTD | +61.7% | +23.9% | +37.9% | +21.1% |
| All | +129.4% | +54.2% | +75.2% | +17.6% |
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 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