+115.0%
FCX vs LNG
+229.3%
-114.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.7% | -7.3% | -6.8% |
| 7D | -1.9% | -4.5% | +2.6% | -0.4% |
| 30D | +3.4% | +4.7% | -1.3% | +1.2% |
| 3M | +15.0% | +15.1% | -0.2% | +7.6% |
| 6M | +14.6% | +13.6% | +1.1% | +5.5% |
| YTD | +41.2% | +44.0% | -2.7% | +15.1% |
| 1Y | +60.4% | +18.4% | +42.0% | +43.7% |
| 3Y | +88.4% | +75.9% | +12.6% | +34.3% |
| 5Y | +115.0% | +231.7% | -116.6% | -1.4% |
| All | +115.0% | +229.3% | -114.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling