+1,015.5%
FCX vs LNG
+2,823.0%
-1,807.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.9% | +3.4% | -8.3% | -5.2% |
| 30D | +4.8% | +14.9% | -10.1% | +3.5% |
| 3M | +4.6% | +21.4% | -16.8% | +2.6% |
| 6M | +10.8% | +17.8% | -7.0% | +8.7% |
| YTD | +44.2% | +51.3% | -7.1% | +38.2% |
| 1Y | +59.6% | +24.4% | +35.1% | +55.5% |
| 3Y | +82.2% | +79.7% | +2.6% | +71.8% |
| 5Y | +115.6% | +241.3% | -125.7% | +92.4% |
| 10Y | +670.6% | +603.1% | +67.4% | +552.1% |
| All | +1,015.5% | +2,823.0% | -1,807.5% | +618.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling