+789.9%
FCX vs LIN
+6,501.3%
-5,711.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.0% |
| 7D | -12.5% | +3.6% | -16.1% | -14.9% |
| 30D | -20.0% | +6.4% | -26.4% | -24.0% |
| 3M | -16.4% | +6.5% | -22.9% | -20.7% |
| 6M | +0.8% | +4.9% | -4.0% | -3.7% |
| YTD | +15.1% | +23.4% | -8.4% | -4.1% |
| 1Y | +45.3% | +26.3% | +19.0% | +18.8% |
| 3Y | +70.9% | +38.0% | +32.9% | +30.2% |
| 5Y | +67.5% | +68.0% | -0.5% | +10.0% |
| 10Y | +483.0% | +437.1% | +45.9% | +67.9% |
| All | +789.9% | +6,501.3% | -5,711.4% | +29.2% |
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 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