+14.2%
LQD vs FCX
+83.3%
-69.1%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.6% | +5.7% | -0.6% |
| 7D | -1.1% | -1.9% | +0.8% | -1.0% |
| 30D | -1.1% | +3.4% | -4.5% | -1.3% |
| 3M | -2.3% | +15.0% | -17.3% | -3.0% |
| 6M | -2.9% | +14.6% | -17.5% | -3.7% |
| YTD | -2.3% | +41.2% | -43.5% | -4.0% |
| 1Y | -2.2% | +60.4% | -62.6% | -4.5% |
| All | +14.2% | +83.3% | -69.1% | +8.7% |
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