+361.3%
LRCX vs FCX
+83.3%
+278.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -6.6% | +0.9% | -1.7% |
| 7D | +1.8% | -1.9% | +3.7% | +3.0% |
| 30D | -4.3% | +3.4% | -7.7% | -6.7% |
| 3M | -7.3% | +15.0% | -22.3% | -14.5% |
| 6M | +38.6% | +14.6% | +23.9% | +27.4% |
| YTD | +74.4% | +41.2% | +33.2% | +44.1% |
| 1Y | +179.1% | +60.4% | +118.7% | +113.5% |
| All | +361.3% | +83.3% | +278.0% | +214.5% |
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 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