+349.0%
TECK vs LNT
+148.3%
+200.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.8% | -1.0% | -2.8% | -3.6% |
| 30D | +0.7% | -4.2% | +5.0% | +1.9% |
| 3M | +4.6% | -6.7% | +11.3% | +6.3% |
| 6M | +25.1% | -3.6% | +28.7% | +25.8% |
| YTD | +39.2% | +5.9% | +33.3% | +36.2% |
| 1Y | +60.3% | +7.3% | +53.1% | +56.2% |
| 3Y | +62.9% | +46.5% | +16.4% | +44.0% |
| 5Y | +181.5% | +32.5% | +149.0% | +153.8% |
| All | +349.0% | +148.3% | +200.7% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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