+104.7%
LLY vs FCX
+90.9%
+13.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -4.9% | +2.7% | -1.7% |
| 30D | -1.6% | +4.8% | -6.4% | -2.1% |
| 3M | +2.3% | +4.6% | -2.3% | +1.6% |
| 6M | +14.9% | +10.8% | +4.1% | +12.9% |
| YTD | +7.5% | +44.2% | -36.8% | +2.0% |
| 1Y | +55.7% | +59.6% | -3.9% | +45.0% |
| All | +104.7% | +90.9% | +13.7% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling