+613.6%
FCX vs LNT
+148.3%
+465.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.9% | -5.7% | -6.3% |
| 7D | -1.9% | -1.1% | -0.8% | -1.5% |
| 30D | +3.4% | -1.9% | +5.3% | +4.0% |
| 3M | +15.0% | -7.2% | +22.2% | +17.4% |
| 6M | +14.6% | -3.9% | +18.5% | +15.3% |
| YTD | +41.2% | +5.9% | +35.3% | +37.1% |
| 1Y | +60.4% | +8.4% | +52.0% | +54.1% |
| 3Y | +88.4% | +46.6% | +41.8% | +60.4% |
| 5Y | +115.0% | +32.4% | +82.6% | +87.9% |
| All | +613.6% | +148.3% | +465.3% | +497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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