+76.9%
TECK vs LII
+6.0%
+71.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.1% |
| 30D | +4.6% | -12.6% | +17.2% | +9.6% |
| 3M | +2.8% | -24.4% | +27.3% | +12.1% |
| 6M | +24.9% | -28.7% | +53.6% | +38.4% |
| YTD | +44.7% | -19.1% | +63.9% | +52.6% |
| 1Y | +112.0% | -29.7% | +141.7% | +133.3% |
| All | +76.9% | +6.0% | +71.0% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling