+5,646.5%
LLY vs TECK
+1,968.8%
+3,677.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.3% | +1.7% |
| 7D | +1.6% | +1.7% | -0.1% | +1.5% |
| 30D | +21.5% | -7.6% | +29.1% | +22.2% |
| 3M | +16.4% | -5.9% | +22.3% | +16.8% |
| 6M | +51.5% | -2.8% | +54.3% | +51.0% |
| YTD | +33.9% | +31.8% | +2.1% | +29.2% |
| 1Y | +49.1% | +49.1% | 0.0% | +42.2% |
| 3Y | +144.6% | +83.0% | +61.6% | +125.9% |
| 5Y | +466.3% | +150.6% | +315.7% | +396.7% |
| 10Y | +2,024.1% | +219.0% | +1,805.2% | +1,606.2% |
| All | +5,646.5% | +1,968.8% | +3,677.7% | +3,475.8% |
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