+15,943.0%
LRCX vs FCX
+1,118.7%
+14,824.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.2% | +2.6% |
| 7D | +10.4% | +5.7% | +4.7% | +8.6% |
| 30D | +2.9% | +10.1% | -7.1% | -0.2% |
| 3M | -1.2% | +20.2% | -21.4% | -6.0% |
| 6M | +60.9% | +29.7% | +31.2% | +49.9% |
| YTD | +87.5% | +51.9% | +35.6% | +67.2% |
| 1Y | +206.6% | +66.0% | +140.7% | +165.0% |
| 3Y | +392.1% | +102.7% | +289.3% | +297.6% |
| 5Y | +478.4% | +138.9% | +339.6% | +338.5% |
| 10Y | +3,821.0% | +701.1% | +3,119.9% | +1,886.7% |
| All | +15,943.0% | +1,118.7% | +14,824.3% | +6,018.4% |
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