+2,171.4%
TECK vs LII
+3,292.3%
-1,120.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.2% |
| 7D | -0.3% | -0.7% | +0.4% | 0.0% |
| 30D | +4.6% | -12.6% | +17.2% | +12.2% |
| 3M | +2.8% | -24.4% | +27.3% | +16.7% |
| 6M | +24.9% | -28.7% | +53.6% | +45.8% |
| YTD | +44.7% | -19.1% | +63.9% | +56.7% |
| 1Y | +112.0% | -29.7% | +141.7% | +144.9% |
| 3Y | +67.6% | +4.8% | +62.8% | +48.2% |
| 5Y | +200.3% | +24.6% | +175.8% | +128.6% |
| 10Y | +358.2% | +169.2% | +189.0% | +110.5% |
| All | +2,171.4% | +3,292.3% | -1,120.9% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling