+75.2%
LMT vs TECK
+180.4%
-105.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +1.5% |
| 7D | -0.5% | -4.2% | +3.7% | -0.3% |
| 30D | -10.8% | -0.4% | -10.4% | -10.8% |
| 3M | +1.6% | +10.1% | -8.6% | +0.8% |
| 6M | -17.6% | +26.0% | -43.5% | -19.2% |
| YTD | +11.6% | +38.0% | -26.5% | +8.5% |
| 1Y | +17.2% | +63.8% | -46.5% | +12.4% |
| 3Y | +35.7% | +68.5% | -32.8% | +27.5% |
| 5Y | +75.2% | +179.2% | -104.0% | +54.1% |
| All | +75.2% | +180.4% | -105.2% | +54.1% |
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