+632.8%
LYB vs TECK
+115.6%
+517.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.2% |
| 7D | +0.3% | -3.8% | +4.1% | +1.4% |
| 30D | +2.5% | +0.7% | +1.7% | +1.9% |
| 3M | +1.4% | +4.6% | -3.2% | -1.3% |
| 6M | -3.5% | +25.1% | -28.6% | -13.3% |
| YTD | +52.0% | +39.2% | +12.8% | +30.8% |
| 1Y | +22.1% | +60.3% | -38.3% | -0.6% |
| 3Y | -22.8% | +62.9% | -85.7% | -39.9% |
| 5Y | -3.4% | +181.5% | -184.8% | -40.4% |
| 10Y | +47.4% | +362.3% | -315.0% | -32.4% |
| All | +632.8% | +115.6% | +517.2% | +322.7% |
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