+246.2%
LUV vs TECK
+2,212.2%
-1,966.0%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +0.7% | +4.9% | -4.2% | -0.2% |
| 30D | -13.4% | +5.2% | -18.6% | -14.3% |
| 3M | -9.6% | +13.8% | -23.4% | -11.9% |
| 6M | -8.9% | +38.5% | -47.4% | -14.5% |
| YTD | -5.2% | +47.3% | -52.5% | -12.1% |
| 1Y | +27.0% | +81.0% | -54.0% | +13.2% |
| 3Y | +39.6% | +79.9% | -40.2% | +22.8% |
| 5Y | -14.4% | +207.9% | -222.3% | -33.1% |
| 10Y | +17.3% | +389.5% | -372.2% | -20.9% |
| All | +246.2% | +2,212.2% | -1,966.0% | +67.1% |
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