+612.2%
FCX vs LNG
+562.2%
+50.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.3% | -4.7% | +2.4% | 0.0% |
| 30D | +2.7% | +3.8% | -1.1% | 0.0% |
| 3M | +7.4% | +16.2% | -8.8% | -2.8% |
| 6M | +16.0% | +11.7% | +4.3% | +4.6% |
| YTD | +40.9% | +44.2% | -3.3% | +8.2% |
| 1Y | +56.4% | +18.6% | +37.9% | +34.6% |
| 3Y | +84.2% | +77.4% | +6.8% | +19.6% |
| 5Y | +114.6% | +232.3% | -117.6% | -12.7% |
| All | +612.2% | +562.2% | +50.0% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling