+485.6%
FCX vs LIN
+424.3%
+61.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +3.7% |
| 7D | -4.9% | +0.2% | -5.1% | -5.1% |
| 30D | -17.1% | +6.5% | -23.6% | -22.2% |
| 3M | -12.7% | +5.5% | -18.1% | -17.5% |
| 6M | -2.0% | +3.3% | -5.3% | -6.3% |
| YTD | +18.1% | +22.0% | -3.9% | -5.5% |
| 1Y | +55.2% | +25.7% | +29.4% | +20.3% |
| 3Y | +74.3% | +36.2% | +38.1% | +23.4% |
| 5Y | +71.9% | +66.1% | +5.8% | -1.2% |
| All | +485.6% | +424.3% | +61.4% | +33.7% |
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