+47.5%
FCX vs LIN
+24.8%
+22.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -0.3% | +2.1% | -2.4% | -0.7% |
| 30D | -14.7% | +6.8% | -21.5% | -15.7% |
| 3M | -11.2% | +10.4% | -21.5% | -12.9% |
| 6M | -11.4% | +3.2% | -14.5% | -11.9% |
| YTD | +17.7% | +24.6% | -6.9% | +11.9% |
| 1Y | +47.5% | +24.4% | +23.1% | +40.3% |
| All | +47.5% | +24.8% | +22.7% | +40.3% |
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