-6.0%
LQD vs FCX
+112.9%
-118.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.3% | +2.7% | -4.0% | -1.4% |
| 3M | -3.2% | +7.4% | -10.6% | -3.6% |
| 6M | -2.1% | +16.0% | -18.2% | -3.0% |
| YTD | -2.4% | +40.9% | -43.3% | -4.0% |
| 1Y | -2.7% | +56.4% | -59.1% | -4.9% |
| 3Y | +14.2% | +84.2% | -70.0% | +10.0% |
| All | -6.0% | +112.9% | -118.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling