+417.3%
LIN vs TECK
+221.5%
+195.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | -0.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | +7.6% | -5.0% | +12.5% | +8.3% |
| 3M | +6.5% | -2.6% | +9.1% | +6.5% |
| 6M | +6.2% | 0.0% | +6.2% | +5.1% |
| YTD | +23.2% | +35.6% | -12.4% | +14.1% |
| 1Y | +25.4% | +58.1% | -32.7% | +12.6% |
| 3Y | +38.3% | +93.3% | -55.0% | +15.5% |
| 5Y | +64.4% | +153.7% | -89.3% | +24.6% |
| 10Y | +417.3% | +226.7% | +190.6% | +228.1% |
| All | +417.3% | +221.5% | +195.8% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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