+1,549.7%
LMT vs TECK
+2,212.2%
-662.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.0% |
| 7D | -1.3% | +4.9% | -6.2% | -1.8% |
| 30D | -12.5% | +5.2% | -17.7% | -13.0% |
| 3M | -0.5% | +13.8% | -14.2% | -1.8% |
| 6M | -20.0% | +38.5% | -58.5% | -22.8% |
| YTD | +10.4% | +47.3% | -36.9% | +5.8% |
| 1Y | +17.7% | +81.0% | -63.3% | +10.4% |
| 3Y | +34.3% | +79.9% | -45.6% | +24.0% |
| 5Y | +71.8% | +207.9% | -136.0% | +47.9% |
| 10Y | +187.0% | +389.5% | -202.5% | +123.4% |
| All | +1,549.7% | +2,212.2% | -662.5% | +1,072.6% |
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