-3.3%
LVS vs TECK
+377.7%
-381.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -3.5% | -3.8% | +0.4% | -2.5% |
| 30D | -6.2% | +0.7% | -7.0% | -6.6% |
| 3M | -14.8% | +4.6% | -19.4% | -16.7% |
| 6M | -20.9% | +25.1% | -46.0% | -27.4% |
| YTD | -33.0% | +39.2% | -72.2% | -41.1% |
| 1Y | -20.0% | +60.3% | -80.3% | -33.1% |
| 3Y | -6.9% | +62.9% | -69.8% | -25.8% |
| 5Y | +9.1% | +181.5% | -172.4% | -30.2% |
| All | -3.3% | +377.7% | -381.0% | -51.3% |
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