+373.5%
FCX vs LNT
+186.9%
+186.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -0.3% | +1.0% | -1.3% | -0.6% |
| 30D | -14.7% | +9.6% | -24.3% | -17.3% |
| 3M | -11.2% | +5.4% | -16.6% | -12.8% |
| 6M | -11.4% | +3.1% | -14.5% | -12.8% |
| YTD | +17.7% | +16.5% | +1.2% | +10.6% |
| 1Y | +47.5% | +12.3% | +35.2% | +40.3% |
| 3Y | +83.9% | +70.3% | +13.6% | +48.1% |
| 5Y | +54.0% | +56.4% | -2.5% | +26.9% |
| All | +373.5% | +186.9% | +186.7% | +316.3% |
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