+345.3%
TECK vs LCID
-96.4%
+441.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +1.6% |
| 7D | -1.2% | +8.9% | -10.1% | -2.1% |
| 30D | -5.7% | +6.8% | -12.6% | -6.6% |
| 3M | -3.6% | -45.2% | +41.6% | +1.2% |
| 6M | -2.2% | -39.1% | +36.9% | +0.1% |
| YTD | +33.6% | -65.3% | +98.8% | +43.3% |
| 1Y | +49.0% | -78.4% | +127.4% | +66.4% |
| 3Y | +85.4% | -90.3% | +175.7% | +113.3% |
| 5Y | +138.5% | -99.2% | +237.7% | +200.3% |
| All | +345.3% | -96.4% | +441.7% | +531.3% |
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 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