+5,564.9%
LLY vs TECK
+2,028.7%
+3,536.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.0% | -2.7% | +3.7% |
| 7D | +0.1% | +3.1% | -3.0% | -0.2% |
| 30D | +19.7% | -5.0% | +24.7% | +20.2% |
| 3M | +19.3% | -2.6% | +21.8% | +19.3% |
| 6M | +49.3% | 0.0% | +49.4% | +48.5% |
| YTD | +32.0% | +35.6% | -3.6% | +27.1% |
| 1Y | +53.7% | +58.1% | -4.4% | +45.8% |
| 3Y | +143.7% | +93.3% | +50.4% | +124.0% |
| 5Y | +463.9% | +153.7% | +310.2% | +394.1% |
| 10Y | +2,006.3% | +226.7% | +1,779.6% | +1,588.4% |
| All | +5,564.9% | +2,028.7% | +3,536.2% | +3,416.3% |
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 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