+862.2%
FCX vs LIN
+6,545.8%
-5,683.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | -0.6% |
| 7D | -6.0% | +3.3% | -9.3% | -8.4% |
| 30D | -13.6% | +8.8% | -22.4% | -19.3% |
| 3M | -6.8% | +8.6% | -15.4% | -12.9% |
| 6M | +13.2% | +7.0% | +6.2% | +6.4% |
| YTD | +24.4% | +24.3% | +0.1% | +3.1% |
| 1Y | +60.3% | +27.3% | +33.0% | +30.2% |
| 3Y | +84.8% | +38.9% | +45.9% | +40.0% |
| 5Y | +81.3% | +69.4% | +11.9% | +18.3% |
| 10Y | +530.4% | +440.7% | +89.6% | +80.6% |
| All | +862.2% | +6,545.8% | -5,683.6% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling