+2,171.4%
TECK vs LNT
+1,319.1%
+852.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -0.3% | -0.1% | -0.3% | -0.3% |
| 30D | +4.6% | -3.2% | +7.8% | +6.6% |
| 3M | +2.8% | -4.1% | +6.9% | +4.7% |
| 6M | +24.9% | -4.6% | +29.5% | +27.3% |
| YTD | +44.7% | +7.0% | +37.7% | +36.5% |
| 1Y | +112.0% | +8.3% | +103.7% | +97.9% |
| 3Y | +67.6% | +51.0% | +16.6% | +21.3% |
| 5Y | +200.3% | +30.2% | +170.2% | +130.6% |
| 10Y | +358.2% | +143.6% | +214.6% | +91.7% |
| All | +2,171.4% | +1,319.1% | +852.3% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling