+3,712.1%
LITE vs FCX
+352.9%
+3,359.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.7% |
| 7D | +3.4% | -0.8% | +4.2% | +4.3% |
| 30D | -34.9% | -15.1% | -19.8% | -30.9% |
| 3M | -21.0% | -9.6% | -11.4% | -17.6% |
| 6M | -38.5% | -3.1% | -35.4% | -36.7% |
| YTD | +75.8% | +23.4% | +52.4% | +69.1% |
| 1Y | +156.7% | +52.7% | +104.0% | +134.2% |
| 3Y | +1,498.6% | +91.4% | +1,407.2% | +1,279.7% |
| 5Y | +610.9% | +62.7% | +548.2% | +521.6% |
| 10Y | +1,670.7% | +395.9% | +1,274.8% | +1,019.4% |
| All | +3,712.1% | +352.9% | +3,359.2% | +1,823.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling