+470.7%
FCX vs LIN
+430.4%
+40.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -6.9% |
| 7D | -12.5% | +3.6% | -16.1% | -15.5% |
| 30D | -20.0% | +6.4% | -26.4% | -24.9% |
| 3M | -16.4% | +6.5% | -22.9% | -21.7% |
| 6M | +0.8% | +4.9% | -4.0% | -4.9% |
| YTD | +15.1% | +23.4% | -8.4% | -8.8% |
| 1Y | +45.3% | +26.3% | +19.0% | +12.3% |
| 3Y | +70.9% | +38.0% | +32.9% | +19.6% |
| 5Y | +67.5% | +68.0% | -0.5% | -4.7% |
| All | +470.7% | +430.4% | +40.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling