+189.5%
LQD vs FCX
+1,553.4%
-1,363.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | 0.0% | +3.1% | -3.1% | -0.1% |
| 30D | -0.2% | +8.1% | -8.3% | -0.3% |
| 3M | -1.7% | +18.9% | -20.6% | -2.0% |
| 6M | -2.7% | +26.6% | -29.3% | -3.2% |
| YTD | -1.4% | +51.2% | -52.6% | -2.2% |
| 1Y | -1.0% | +75.6% | -76.5% | -2.1% |
| 3Y | +15.1% | +101.7% | -86.7% | +13.3% |
| 5Y | -5.2% | +134.6% | -139.8% | -7.1% |
| 10Y | +23.3% | +724.2% | -700.8% | +17.9% |
| All | +189.5% | +1,553.4% | -1,363.9% | +180.5% |
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