+391.2%
TECK vs LCID
-95.8%
+487.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.8% | +5.5% | -1.6% |
| 7D | +4.9% | -9.3% | +14.2% | +5.8% |
| 30D | +5.2% | -35.4% | +40.6% | +9.2% |
| 3M | +13.8% | -17.1% | +30.9% | +13.6% |
| 6M | +38.5% | -58.9% | +97.4% | +47.3% |
| YTD | +47.3% | -59.6% | +106.9% | +56.5% |
| 1Y | +81.0% | -78.0% | +159.0% | +102.3% |
| 3Y | +79.9% | -92.7% | +172.6% | +110.5% |
| 5Y | +207.9% | -97.8% | +305.7% | +276.8% |
| All | +391.2% | -95.8% | +487.1% | +589.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling