+50.9%
LVS vs TECK
+599.2%
-548.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -2.5% |
| 7D | +0.3% | +7.8% | -7.4% | -2.7% |
| 30D | -3.9% | +8.3% | -12.2% | -7.0% |
| 3M | -12.9% | +16.1% | -28.9% | -18.9% |
| 6M | -16.9% | +42.9% | -59.8% | -29.9% |
| YTD | -31.2% | +50.8% | -82.0% | -43.9% |
| 1Y | -16.4% | +106.1% | -122.5% | -40.7% |
| 3Y | -4.4% | +84.0% | -88.5% | -33.0% |
| 5Y | +6.7% | +223.5% | -216.8% | -45.1% |
| 10Y | +1.4% | +378.1% | -376.6% | -64.9% |
| All | +50.9% | +599.2% | -548.3% | -72.2% |
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