+16,380.7%
LLY vs FCX
+861.3%
+15,519.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.7% | +1.7% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | +21.5% | -18.0% | +39.4% | +23.6% |
| 3M | +16.4% | -14.3% | +30.7% | +17.8% |
| 6M | +51.5% | -1.7% | +53.2% | +50.8% |
| YTD | +33.9% | +19.8% | +14.1% | +30.1% |
| 1Y | +49.1% | +48.6% | +0.5% | +41.9% |
| 3Y | +144.6% | +85.8% | +58.8% | +124.5% |
| 5Y | +466.3% | +72.2% | +394.1% | +414.2% |
| 10Y | +2,024.1% | +386.3% | +1,637.9% | +1,536.5% |
| All | +16,380.7% | +861.3% | +15,519.4% | +11,659.7% |
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 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