+1,015.5%
FCX vs LNT
+1,805.1%
-789.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.8% |
| 30D | +4.8% | -3.2% | +8.0% | +6.3% |
| 3M | +4.6% | -4.1% | +8.7% | +6.0% |
| 6M | +10.8% | -4.6% | +15.4% | +12.2% |
| YTD | +44.2% | +7.0% | +37.2% | +37.5% |
| 1Y | +59.6% | +8.3% | +51.3% | +50.8% |
| 3Y | +82.2% | +51.0% | +31.2% | +42.7% |
| 5Y | +115.6% | +30.2% | +85.5% | +78.6% |
| 10Y | +670.6% | +143.6% | +527.0% | +330.0% |
| All | +1,015.5% | +1,805.1% | -789.6% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling