-75.1%
LULU vs TECK
+65.8%
-140.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | -1.6% | -3.8% | +2.2% | -0.8% |
| 30D | -18.1% | +0.7% | -18.9% | -18.3% |
| 3M | -18.8% | +4.6% | -23.4% | -19.9% |
| 6M | -39.2% | +25.1% | -64.3% | -42.7% |
| YTD | -52.4% | +39.2% | -91.5% | -56.6% |
| 1Y | -40.3% | +60.3% | -100.6% | -47.9% |
| 3Y | -75.1% | +62.9% | -138.0% | -79.0% |
| All | -75.1% | +65.8% | -140.9% | -79.0% |
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