-22.8%
LYB vs TECK
+65.8%
-88.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.1% |
| 7D | +0.3% | -3.8% | +4.1% | +1.0% |
| 30D | +2.5% | +0.7% | +1.7% | +2.1% |
| 3M | +1.4% | +4.6% | -3.2% | -0.1% |
| 6M | -3.5% | +25.1% | -28.6% | -10.2% |
| YTD | +52.0% | +39.2% | +12.8% | +35.6% |
| 1Y | +22.1% | +60.3% | -38.3% | +3.3% |
| 3Y | -22.8% | +62.9% | -85.7% | -38.4% |
| All | -22.8% | +65.8% | -88.5% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling