+140.5%
LLY vs FCX
+82.9%
+57.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | +19.4% | -14.7% | +34.1% | +20.7% |
| 3M | +19.6% | -11.2% | +30.7% | +20.2% |
| 6M | +42.6% | -11.4% | +53.9% | +43.0% |
| YTD | +35.0% | +17.7% | +17.2% | +30.5% |
| 1Y | +42.0% | +47.5% | -5.5% | +33.6% |
| 3Y | +140.5% | +83.9% | +56.6% | +122.7% |
| All | +140.5% | +82.9% | +57.6% | +122.7% |
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