+2,077.5%
LLY vs TECK
+198.5%
+1,879.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | +6.6% | -0.4% | +7.1% | +6.6% |
| 30D | +19.4% | -7.1% | +26.5% | +19.9% |
| 3M | +19.6% | -5.5% | +25.0% | +19.8% |
| 6M | +42.6% | -9.7% | +52.3% | +43.0% |
| YTD | +35.0% | +26.3% | +8.7% | +31.7% |
| 1Y | +42.0% | +44.4% | -2.4% | +37.1% |
| 3Y | +140.5% | +70.1% | +70.4% | +127.2% |
| 5Y | +479.9% | +125.8% | +354.1% | +429.1% |
| All | +2,077.5% | +198.5% | +1,879.0% | +1,723.0% |
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