+114.3%
FCX vs LIN
+61.6%
+52.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +1.0% |
| 7D | -4.9% | -2.1% | -2.7% | -3.2% |
| 30D | +4.8% | -2.4% | +7.2% | +6.9% |
| 3M | +4.6% | -5.6% | +10.2% | +9.0% |
| 6M | +10.8% | -3.4% | +14.2% | +12.3% |
| YTD | +44.2% | +13.1% | +31.1% | +26.4% |
| 1Y | +59.6% | +2.5% | +57.1% | +52.8% |
| 3Y | +82.2% | +27.6% | +54.6% | +41.4% |
| All | +114.3% | +61.6% | +52.8% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling