+361.0%
LIN vs TECK
+344.6%
+16.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -2.4% | +4.6% | -7.0% | -3.3% |
| 3M | -5.6% | +2.8% | -8.4% | -6.5% |
| 6M | -3.4% | +24.9% | -28.3% | -8.2% |
| YTD | +13.1% | +44.7% | -31.6% | +4.1% |
| 1Y | +2.5% | +112.0% | -109.5% | -12.8% |
| 3Y | +27.6% | +67.6% | -40.0% | +10.2% |
| 5Y | +63.0% | +200.3% | -137.3% | +20.4% |
| All | +361.0% | +344.6% | +16.4% | +187.7% |
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