+2,212.6%
LHX vs TECK
+2,212.2%
+0.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -3.7% | +4.9% | -8.6% | -4.4% |
| 30D | -13.2% | +5.2% | -18.3% | -13.9% |
| 3M | -18.4% | +13.8% | -32.1% | -20.3% |
| 6M | -32.0% | +38.5% | -70.4% | -35.9% |
| YTD | -13.6% | +47.3% | -61.0% | -19.7% |
| 1Y | -6.0% | +81.0% | -87.0% | -15.7% |
| 3Y | +57.9% | +79.9% | -21.9% | +38.0% |
| 5Y | +19.2% | +207.9% | -188.6% | -7.7% |
| 10Y | +232.3% | +389.5% | -157.2% | +114.9% |
| All | +2,212.6% | +2,212.2% | +0.4% | +1,172.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling