+189.5%
LQD vs TECK
+2,501.2%
-2,311.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | 0.0% | +4.9% | -4.9% | -0.1% |
| 30D | -0.2% | +5.2% | -5.4% | -0.3% |
| 3M | -1.7% | +13.8% | -15.5% | -1.9% |
| 6M | -2.7% | +38.5% | -41.2% | -3.2% |
| YTD | -1.4% | +47.3% | -48.8% | -2.1% |
| 1Y | -1.0% | +81.0% | -82.0% | -2.0% |
| 3Y | +15.1% | +79.9% | -64.8% | +13.7% |
| 5Y | -5.2% | +207.9% | -213.0% | -7.2% |
| 10Y | +23.3% | +389.5% | -366.2% | +18.9% |
| All | +189.5% | +2,501.2% | -2,311.7% | +169.2% |
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