+159.4%
LRCX vs TECK
+66.9%
+92.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.5% |
| 7D | -3.1% | -3.8% | +0.8% | -0.2% |
| 30D | -8.6% | +0.7% | -9.3% | -9.3% |
| 3M | -17.7% | +4.6% | -22.3% | -20.8% |
| 6M | +36.4% | +25.1% | +11.2% | +17.8% |
| YTD | +74.5% | +39.2% | +35.4% | +44.0% |
| 1Y | +159.4% | +60.3% | +99.1% | +101.4% |
| All | +159.4% | +66.9% | +92.5% | +101.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling