+35.1%
LMT vs TECK
+75.5%
-40.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -1.3% | +4.9% | -6.2% | -1.5% |
| 30D | -12.5% | +5.2% | -17.7% | -12.7% |
| 3M | -0.5% | +13.8% | -14.2% | -1.2% |
| 6M | -20.0% | +38.5% | -58.5% | -21.3% |
| YTD | +10.4% | +47.3% | -36.9% | +8.3% |
| 1Y | +17.7% | +81.0% | -63.3% | +14.5% |
| All | +35.1% | +75.5% | -40.5% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling