+1,580.3%
LLY vs FCX
+707.6%
+872.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.1% | +3.1% | -6.2% | -3.3% |
| 30D | -8.6% | +8.1% | -16.7% | -9.3% |
| 3M | -1.6% | +18.9% | -20.6% | -3.3% |
| 6M | +11.8% | +26.6% | -14.8% | +9.1% |
| YTD | +5.1% | +51.2% | -46.0% | +0.7% |
| 1Y | +50.7% | +75.6% | -24.8% | +42.2% |
| 3Y | +95.7% | +101.7% | -6.0% | +80.2% |
| 5Y | +390.2% | +134.6% | +255.5% | +339.4% |
| 10Y | +1,580.3% | +724.2% | +856.2% | +1,138.5% |
| All | +1,580.3% | +707.6% | +872.7% | +1,138.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling