+196.9%
TECK vs LII
+169.1%
+27.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.1% |
| 7D | -0.4% | +2.9% | -3.4% | -1.6% |
| 30D | -7.1% | +0.9% | -8.0% | -7.9% |
| 3M | -5.5% | -15.5% | +10.1% | +0.8% |
| 6M | -9.7% | -30.2% | +20.5% | +2.8% |
| YTD | +26.3% | -26.8% | +53.1% | +39.7% |
| 1Y | +44.4% | -25.3% | +69.6% | +58.2% |
| 3Y | +70.1% | -7.8% | +77.8% | +61.8% |
| 5Y | +125.8% | +17.0% | +108.8% | +87.2% |
| All | +196.9% | +169.1% | +27.8% | +83.1% |
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