+3,549.0%
LRCX vs TECK
+377.7%
+3,171.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -3.1% | -3.8% | +0.8% | -1.5% |
| 30D | -8.6% | +0.7% | -9.3% | -8.9% |
| 3M | -17.7% | +4.6% | -22.3% | -18.8% |
| 6M | +36.4% | +25.1% | +11.2% | +26.5% |
| YTD | +74.5% | +39.2% | +35.4% | +55.8% |
| 1Y | +159.4% | +60.3% | +99.1% | +119.9% |
| 3Y | +361.6% | +62.9% | +298.7% | +280.0% |
| 5Y | +425.2% | +181.5% | +243.8% | +240.9% |
| All | +3,549.0% | +377.7% | +3,171.3% | +1,717.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling