+196.9%
TECK vs LDOS
+226.9%
-30.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | -7.1% | +8.2% | -15.4% | -10.1% |
| 3M | -5.5% | -8.2% | +2.7% | -3.1% |
| 6M | -9.7% | +5.8% | -15.5% | -13.2% |
| YTD | +26.3% | -27.0% | +53.2% | +39.0% |
| 1Y | +44.4% | -31.0% | +75.4% | +62.9% |
| 3Y | +70.1% | +29.3% | +40.8% | +36.1% |
| 5Y | +125.8% | +48.7% | +77.1% | +64.8% |
| All | +196.9% | +226.9% | -30.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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