+4,511.3%
LLY vs TECK
+2,171.4%
+2,339.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -1.6% | +4.6% | -6.2% | -2.0% |
| 3M | +2.3% | +2.8% | -0.6% | +1.7% |
| 6M | +14.9% | +24.9% | -10.0% | +12.0% |
| YTD | +7.5% | +44.7% | -37.3% | +3.0% |
| 1Y | +55.7% | +112.0% | -56.3% | +43.7% |
| 3Y | +110.6% | +67.6% | +43.0% | +96.1% |
| 5Y | +363.4% | +200.3% | +163.1% | +299.6% |
| 10Y | +1,649.0% | +358.2% | +1,290.8% | +1,254.8% |
| All | +4,511.3% | +2,171.4% | +2,339.9% | +2,750.7% |
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 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