+84.0%
TECK vs LCID
-92.3%
+176.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.3% |
| 7D | +7.8% | +1.8% | +6.0% | +7.5% |
| 30D | +8.3% | -34.2% | +42.5% | +13.9% |
| 3M | +16.1% | -9.1% | +25.2% | +14.1% |
| 6M | +42.9% | -52.6% | +95.5% | +53.9% |
| YTD | +50.8% | -56.2% | +107.0% | +63.5% |
| 1Y | +106.1% | -74.9% | +181.0% | +140.7% |
| 3Y | +84.0% | -92.1% | +176.1% | +153.4% |
| All | +84.0% | -92.3% | +176.3% | +153.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling