+3,344.5%
LITE vs FCX
+339.7%
+3,004.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -0.8% |
| 7D | -13.9% | -2.4% | -11.5% | -12.8% |
| 30D | -46.9% | -18.0% | -28.9% | -43.1% |
| 3M | -28.0% | -14.3% | -13.7% | -23.8% |
| 6M | -35.2% | -1.7% | -33.5% | -33.5% |
| YTD | +58.9% | +19.8% | +39.0% | +54.2% |
| 1Y | +125.3% | +48.6% | +76.7% | +107.1% |
| 3Y | +1,344.4% | +85.8% | +1,258.6% | +1,157.4% |
| 5Y | +541.2% | +72.2% | +468.9% | +455.4% |
| 10Y | +1,587.5% | +386.3% | +1,201.2% | +976.0% |
| All | +3,344.5% | +339.7% | +3,004.8% | +1,652.9% |
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