+60.3%
FCX vs LNG
+42.0%
+18.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.2% | +7.5% | -0.8% |
| 7D | -6.0% | -1.9% | -4.1% | -6.4% |
| 30D | -13.6% | +6.2% | -19.8% | -11.2% |
| 3M | -6.8% | +13.7% | -20.5% | -1.5% |
| 6M | +13.2% | +7.5% | +5.7% | +16.9% |
| YTD | +24.4% | +51.3% | -26.9% | +36.2% |
| 1Y | +60.3% | +42.6% | +17.6% | +74.2% |
| All | +60.3% | +42.0% | +18.3% | +74.2% |
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