+55,143.3%
LNG vs TECK
+2,212.2%
+52,931.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.7% |
| 7D | -6.7% | +4.9% | -11.6% | -8.2% |
| 30D | +3.9% | +5.2% | -1.3% | +1.9% |
| 3M | +15.5% | +13.8% | +1.7% | +9.5% |
| 6M | +10.5% | +38.5% | -28.0% | -3.3% |
| YTD | +43.0% | +47.3% | -4.4% | +21.5% |
| 1Y | +18.9% | +81.0% | -62.1% | -6.2% |
| 3Y | +74.7% | +79.9% | -5.2% | +31.2% |
| 5Y | +231.2% | +207.9% | +23.4% | +97.1% |
| 10Y | +544.5% | +389.5% | +155.0% | +175.0% |
| All | +55,143.3% | +2,212.2% | +52,931.1% | +15,785.8% |
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