+61.4%
FCX vs LNT
+56.8%
+4.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +2.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -15.1% | +11.6% | -26.7% | -17.6% |
| 3M | -9.6% | +8.2% | -17.8% | -11.6% |
| 6M | -3.1% | +3.1% | -6.2% | -4.4% |
| YTD | +23.4% | +16.8% | +6.7% | +16.2% |
| 1Y | +52.7% | +11.6% | +41.1% | +46.0% |
| 3Y | +91.4% | +67.4% | +24.0% | +52.7% |
| All | +61.4% | +56.8% | +4.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling