+1,468.2%
LYV vs TECK
+255.8%
+1,212.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.9% | -3.8% | +1.9% | -1.0% |
| 30D | -8.2% | +0.7% | -8.9% | -8.6% |
| 3M | -1.3% | +4.6% | -5.9% | -3.4% |
| 6M | +2.6% | +25.1% | -22.5% | -5.3% |
| YTD | +19.4% | +39.2% | -19.8% | +6.0% |
| 1Y | -2.2% | +60.3% | -62.6% | -17.3% |
| 3Y | +106.0% | +62.9% | +43.1% | +67.1% |
| 5Y | +97.7% | +181.5% | -83.8% | +27.6% |
| 10Y | +560.5% | +362.3% | +198.2% | +218.3% |
| All | +1,468.2% | +255.8% | +1,212.4% | +371.4% |
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 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