+55.2%
FCX vs LIN
+25.4%
+29.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.8% | +2.8% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -17.1% | +6.5% | -23.6% | -18.2% |
| 3M | -12.7% | +5.5% | -18.1% | -13.7% |
| 6M | -2.0% | +3.3% | -5.3% | -2.5% |
| YTD | +18.1% | +22.0% | -3.9% | +12.0% |
| 1Y | +55.2% | +25.7% | +29.4% | +46.7% |
| All | +55.2% | +25.4% | +29.7% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling