+427.2%
LIN vs TECK
+218.8%
+208.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | +0.3% | -1.2% | +1.6% | +0.5% |
| 30D | +8.0% | -5.7% | +13.8% | +8.9% |
| 3M | +7.7% | -3.6% | +11.3% | +7.9% |
| 6M | +5.1% | -2.2% | +7.3% | +4.4% |
| YTD | +24.7% | +33.6% | -8.8% | +15.8% |
| 1Y | +25.1% | +49.0% | -23.9% | +13.6% |
| 3Y | +36.8% | +85.4% | -48.6% | +15.1% |
| 5Y | +67.9% | +138.5% | -70.7% | +28.8% |
| 10Y | +427.2% | +218.0% | +209.2% | +235.1% |
| All | +427.2% | +218.8% | +208.4% | +235.1% |
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