+378.1%
TECK vs LII
+167.7%
+210.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.5% | +4.7% |
| 7D | +7.8% | +2.1% | +5.7% | +6.8% |
| 30D | +8.3% | -12.4% | +20.7% | +14.3% |
| 3M | +16.1% | -24.8% | +40.9% | +28.6% |
| 6M | +42.9% | -25.2% | +68.0% | +58.2% |
| YTD | +50.8% | -20.3% | +71.0% | +61.7% |
| 1Y | +106.1% | -32.9% | +139.0% | +136.4% |
| 3Y | +84.0% | +2.0% | +82.0% | +68.5% |
| 5Y | +223.5% | +24.4% | +199.0% | +163.7% |
| 10Y | +378.1% | +167.2% | +210.9% | +187.6% |
| All | +378.1% | +167.7% | +210.4% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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