+13,125.2%
LLY vs FCX
+1,056.8%
+12,068.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 6M | +14.9% | +10.8% | +4.1% | +13.0% |
| YTD | +7.5% | +44.2% | -36.8% | +2.9% |
| 1Y | +55.7% | +59.6% | -3.9% | +47.1% |
| 3Y | +110.6% | +82.2% | +28.4% | +93.9% |
| 5Y | +363.4% | +115.6% | +247.8% | +311.8% |
| 10Y | +1,649.0% | +670.6% | +978.4% | +1,188.8% |
| All | +13,125.2% | +1,056.8% | +12,068.4% | +9,194.3% |
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