-2.2%
LYV vs TECK
+66.9%
-69.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.9% | -3.8% | +1.9% | -1.4% |
| 30D | -8.2% | +0.7% | -8.9% | -8.4% |
| 3M | -1.3% | +4.6% | -5.9% | -2.2% |
| 6M | +2.6% | +25.1% | -22.5% | -3.0% |
| YTD | +19.4% | +39.2% | -19.8% | +10.5% |
| 1Y | -2.2% | +60.3% | -62.6% | -11.4% |
| All | -2.2% | +66.9% | -69.2% | -11.4% |
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 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