+53.1%
LLY vs FCX
+66.4%
-13.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.6% | -2.4% |
| 7D | -3.1% | +5.7% | -8.8% | -3.3% |
| 30D | -5.1% | +10.1% | -15.1% | -5.5% |
| 3M | -2.1% | +20.2% | -22.2% | -2.8% |
| 6M | +13.8% | +29.7% | -15.8% | +12.0% |
| YTD | +5.1% | +51.9% | -46.8% | +1.5% |
| 1Y | +53.1% | +66.0% | -12.9% | +46.5% |
| All | +53.1% | +66.4% | -13.3% | +46.5% |
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 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