+653.3%
FCX vs LIN
+358.9%
+294.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.2% |
| 7D | -4.9% | -2.1% | -2.7% | -2.9% |
| 30D | +4.8% | -2.4% | +7.2% | +7.2% |
| 3M | +4.6% | -5.6% | +10.2% | +9.7% |
| 6M | +10.8% | -3.4% | +14.2% | +12.4% |
| YTD | +44.2% | +13.1% | +31.1% | +24.7% |
| 1Y | +59.6% | +2.5% | +57.1% | +51.7% |
| 3Y | +82.2% | +27.6% | +54.6% | +37.6% |
| 5Y | +115.6% | +63.0% | +52.6% | +25.8% |
| All | +653.3% | +358.9% | +294.4% | +78.8% |
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