+137.2%
TECK vs LDOS
+495.0%
-357.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.2% |
| 7D | -0.2% | -7.2% | +7.0% | +3.7% |
| 30D | -7.5% | +16.8% | -24.4% | -15.5% |
| 3M | -8.4% | -1.6% | -6.8% | -9.0% |
| 6M | -2.2% | -1.0% | -1.3% | -4.3% |
| YTD | +26.8% | -25.8% | +52.6% | +42.3% |
| 1Y | +46.5% | -31.1% | +77.6% | +71.4% |
| 3Y | +69.0% | +32.8% | +36.2% | +26.3% |
| 5Y | +138.8% | +49.4% | +89.4% | +60.6% |
| 10Y | +224.3% | +253.9% | -29.5% | +11.9% |
| All | +137.2% | +495.0% | -357.8% | -49.6% |
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 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