-20.0%
LVS vs TECK
+66.9%
-87.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -3.5% | -3.8% | +0.4% | -3.1% |
| 30D | -6.2% | +0.7% | -7.0% | -6.3% |
| 3M | -14.8% | +4.6% | -19.4% | -15.2% |
| 6M | -20.9% | +25.1% | -46.0% | -23.7% |
| YTD | -33.0% | +39.2% | -72.2% | -36.1% |
| 1Y | -20.0% | +60.3% | -80.3% | -24.8% |
| All | -20.0% | +66.9% | -87.0% | -24.8% |
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