+50.7%
LLY vs TECK
+74.0%
-23.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -3.1% | +4.9% | -8.0% | -3.1% |
| 30D | -8.6% | +5.2% | -13.8% | -8.7% |
| 3M | -1.6% | +13.8% | -15.4% | -1.6% |
| 6M | +11.8% | +38.5% | -26.7% | +11.3% |
| YTD | +5.1% | +47.3% | -42.2% | +3.2% |
| 1Y | +50.7% | +81.0% | -30.3% | +47.7% |
| All | +50.7% | +74.0% | -23.2% | +47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling