+901.5%
LITE vs FCX
+116.6%
+784.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | -1.5% | -4.9% | +3.3% | +1.1% |
| 30D | +6.7% | +4.8% | +1.8% | +3.9% |
| 3M | -6.8% | +4.6% | -11.4% | -8.6% |
| 6M | +29.4% | +10.8% | +18.6% | +23.5% |
| YTD | +139.1% | +44.2% | +94.9% | +100.2% |
| 1Y | +521.0% | +59.6% | +461.4% | +395.1% |
| 3Y | +1,535.3% | +82.2% | +1,453.0% | +1,096.0% |
| All | +901.5% | +116.6% | +784.9% | +584.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling