+65.9%
LIN vs TECK
+131.7%
-65.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.2% |
| 7D | +0.2% | +2.1% | -1.9% | -0.1% |
| 30D | +6.2% | -8.9% | +15.1% | +7.4% |
| 3M | +9.3% | -7.1% | +16.4% | +10.1% |
| 6M | +4.4% | -7.0% | +11.4% | +4.6% |
| YTD | +23.7% | +28.3% | -4.6% | +17.0% |
| 1Y | +23.5% | +40.6% | -17.1% | +14.8% |
| 3Y | +35.8% | +78.2% | -42.4% | +16.9% |
| 5Y | +65.9% | +129.5% | -63.7% | +29.6% |
| All | +65.9% | +131.7% | -65.8% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling