+106.0%
LYV vs TECK
+65.8%
+40.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.9% | -3.8% | +1.9% | -1.2% |
| 30D | -8.2% | +0.7% | -8.9% | -8.5% |
| 3M | -1.3% | +4.6% | -5.9% | -2.8% |
| 6M | +2.6% | +25.1% | -22.5% | -4.0% |
| YTD | +19.4% | +39.2% | -19.8% | +8.1% |
| 1Y | -2.2% | +60.3% | -62.6% | -15.0% |
| 3Y | +106.0% | +62.9% | +43.1% | +70.8% |
| All | +106.0% | +65.8% | +40.3% | +70.8% |
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