+373.5%
FCX vs LIN
+424.2%
-50.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.6% |
| 7D | -0.3% | +2.1% | -2.4% | -2.2% |
| 30D | -14.7% | +6.8% | -21.5% | -20.1% |
| 3M | -11.2% | +10.4% | -21.5% | -19.5% |
| 6M | -11.4% | +3.2% | -14.5% | -15.1% |
| YTD | +17.7% | +24.6% | -6.9% | -7.5% |
| 1Y | +47.5% | +24.4% | +23.1% | +15.8% |
| 3Y | +83.9% | +36.7% | +47.1% | +30.0% |
| 5Y | +54.0% | +67.0% | -13.1% | -11.8% |
| All | +373.5% | +424.2% | -50.6% | +10.0% |
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