+59.6%
FCX vs LNG
+23.0%
+36.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.4% |
| 7D | -4.9% | +3.4% | -8.3% | -3.7% |
| 30D | +4.8% | +14.9% | -10.1% | +10.4% |
| 3M | +4.6% | +21.4% | -16.8% | +12.9% |
| 6M | +10.8% | +17.8% | -7.0% | +16.6% |
| YTD | +44.2% | +51.3% | -7.1% | +55.8% |
| 1Y | +59.6% | +24.4% | +35.1% | +54.4% |
| All | +59.6% | +23.0% | +36.5% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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