+361.6%
LRCX vs TECK
+65.8%
+295.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.1% | -3.8% | +0.8% | -0.8% |
| 30D | -8.6% | +0.7% | -9.3% | -9.1% |
| 3M | -17.7% | +4.6% | -22.3% | -19.7% |
| 6M | +36.4% | +25.1% | +11.2% | +21.4% |
| YTD | +74.5% | +39.2% | +35.4% | +47.4% |
| 1Y | +159.4% | +60.3% | +99.1% | +103.7% |
| 3Y | +361.6% | +62.9% | +298.7% | +248.6% |
| All | +361.6% | +65.8% | +295.8% | +248.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling