+85.8%
FCX vs LIN
+38.5%
+47.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | -2.4% | +2.0% | -4.4% | -3.5% |
| 30D | -18.0% | +7.9% | -25.8% | -21.8% |
| 3M | -14.3% | +6.3% | -20.6% | -17.6% |
| 6M | -1.7% | +6.5% | -8.2% | -6.2% |
| YTD | +19.8% | +23.6% | -3.7% | +0.7% |
| 1Y | +48.6% | +25.7% | +22.9% | +23.0% |
| 3Y | +85.8% | +35.6% | +50.2% | +51.2% |
| All | +85.8% | +38.5% | +47.3% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling