+1,580.3%
LLY vs TECK
+372.8%
+1,207.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -3.1% | +4.9% | -8.0% | -3.4% |
| 30D | -8.6% | +5.2% | -13.8% | -8.9% |
| 3M | -1.6% | +13.8% | -15.4% | -2.7% |
| 6M | +11.8% | +38.5% | -26.7% | +9.0% |
| YTD | +5.1% | +47.3% | -42.2% | +1.7% |
| 1Y | +50.7% | +81.0% | -30.3% | +43.4% |
| 3Y | +95.7% | +79.9% | +15.8% | +84.4% |
| 5Y | +390.2% | +207.9% | +182.3% | +338.7% |
| 10Y | +1,580.3% | +389.5% | +1,190.8% | +1,292.5% |
| All | +1,580.3% | +372.8% | +1,207.5% | +1,292.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling