+134.6%
FCX vs LNT
+31.1%
+103.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +3.1% | +0.2% | +2.9% | +3.1% |
| 30D | +8.1% | -0.5% | +8.6% | +8.2% |
| 3M | +18.9% | -5.5% | +24.5% | +20.3% |
| 6M | +26.6% | -3.8% | +30.4% | +27.0% |
| YTD | +51.2% | +6.8% | +44.3% | +46.4% |
| 1Y | +75.6% | +9.3% | +66.2% | +68.3% |
| 3Y | +101.7% | +47.9% | +53.8% | +70.6% |
| 5Y | +134.6% | +31.6% | +103.0% | +103.8% |
| All | +134.6% | +31.1% | +103.5% | +103.8% |
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