+170.7%
TECK vs LDOS
+494.7%
-324.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | -0.3% | -5.4% | +5.1% | +2.6% |
| 30D | +4.6% | +4.9% | -0.3% | +1.3% |
| 3M | +2.8% | +7.2% | -4.3% | -2.5% |
| 6M | +24.9% | -24.2% | +49.1% | +42.4% |
| YTD | +44.7% | -25.8% | +70.5% | +64.2% |
| 1Y | +112.0% | -24.7% | +136.7% | +137.0% |
| 3Y | +67.6% | +39.3% | +28.3% | +22.6% |
| 5Y | +200.3% | +43.3% | +157.0% | +108.9% |
| 10Y | +358.2% | +278.6% | +79.6% | +51.7% |
| All | +170.7% | +494.7% | -324.0% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling