+18.7%
LHX vs TECK
+180.1%
-161.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -2.0% | -1.2% |
| 7D | -4.3% | -3.8% | -0.4% | -3.9% |
| 30D | -15.1% | +0.7% | -15.9% | -15.3% |
| 3M | -21.0% | +4.6% | -25.6% | -21.5% |
| 6M | -32.0% | +25.1% | -57.1% | -33.9% |
| YTD | -15.3% | +39.2% | -54.5% | -18.7% |
| 1Y | -11.1% | +60.3% | -71.4% | -16.0% |
| 3Y | +54.0% | +62.9% | -8.9% | +41.8% |
| All | +18.7% | +180.1% | -161.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 5y: compounded portfolio wealth divided by compounded TECK 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…
5y analysis · Full analysis span regression · 6 months rolling