+201.8%
TECK vs LDOS
+228.4%
-26.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -3.1% |
| 7D | +2.1% | -3.5% | +5.6% | +3.5% |
| 30D | -8.9% | +9.5% | -18.4% | -12.3% |
| 3M | -7.1% | -6.3% | -0.8% | -5.5% |
| 6M | -7.0% | +2.8% | -9.8% | -9.5% |
| YTD | +28.3% | -26.6% | +55.0% | +41.0% |
| 1Y | +40.6% | -31.3% | +71.8% | +59.0% |
| 3Y | +78.2% | +30.9% | +47.2% | +41.8% |
| 5Y | +129.5% | +49.4% | +80.2% | +67.3% |
| All | +201.8% | +228.4% | -26.5% | +74.1% |
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