+360.2%
TECK vs LCID
-95.9%
+456.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.1% | -4.2% | -6.1% |
| 7D | -4.2% | -9.1% | +4.9% | -3.4% |
| 30D | -0.4% | -37.6% | +37.2% | +3.8% |
| 3M | +10.1% | -11.1% | +21.2% | +9.2% |
| 6M | +26.0% | -59.2% | +85.2% | +34.1% |
| YTD | +38.0% | -60.5% | +98.5% | +46.9% |
| 1Y | +63.8% | -78.5% | +142.3% | +83.5% |
| 3Y | +68.5% | -92.8% | +161.4% | +97.6% |
| 5Y | +179.2% | -97.9% | +277.1% | +242.4% |
| All | +360.2% | -95.9% | +456.2% | +547.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LCID 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling