+226.7%
TECK vs LII
+170.7%
+56.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.2% | +4.8% | +6.0% |
| 7D | +3.1% | -1.2% | +4.3% | +3.7% |
| 30D | -5.0% | -2.0% | -3.0% | -4.7% |
| 3M | -2.6% | -20.2% | +17.7% | +6.4% |
| 6M | 0.0% | -32.5% | +32.5% | +15.4% |
| YTD | +35.6% | -27.4% | +63.0% | +50.5% |
| 1Y | +58.1% | -28.2% | +86.3% | +76.1% |
| 3Y | +93.3% | -7.2% | +100.6% | +83.4% |
| 5Y | +153.7% | +19.9% | +133.8% | +107.1% |
| 10Y | +226.7% | +168.6% | +58.1% | +97.7% |
| All | +226.7% | +170.7% | +56.0% | +97.7% |
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