+361.5%
LLY vs TECK
+207.5%
+154.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.4% | -2.4% |
| 7D | -3.1% | +7.8% | -10.9% | -3.5% |
| 30D | -5.1% | +8.3% | -13.4% | -5.5% |
| 3M | -2.1% | +16.1% | -18.1% | -3.0% |
| 6M | +13.8% | +42.9% | -29.0% | +11.1% |
| YTD | +5.1% | +50.8% | -45.7% | +1.8% |
| 1Y | +53.1% | +106.1% | -53.0% | +44.9% |
| 3Y | +95.6% | +84.0% | +11.6% | +85.0% |
| 5Y | +361.5% | +223.5% | +138.0% | +345.3% |
| All | +361.5% | +207.5% | +154.0% | +345.3% |
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