+8.5%
LVS vs TECK
+180.4%
-171.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.3% | +4.6% | -0.1% |
| 7D | -4.3% | -4.2% | 0.0% | -3.3% |
| 30D | -6.8% | -0.4% | -6.5% | -6.9% |
| 3M | -15.6% | +10.1% | -25.8% | -18.4% |
| 6M | -20.6% | +26.0% | -46.6% | -26.7% |
| YTD | -33.4% | +38.0% | -71.4% | -40.6% |
| 1Y | -20.1% | +63.8% | -83.9% | -32.7% |
| 3Y | -7.4% | +68.5% | -75.9% | -25.9% |
| 5Y | +8.5% | +179.2% | -170.7% | -24.3% |
| All | +8.5% | +180.4% | -171.9% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling