+378.1%
TECK vs LSCC
+1,791.9%
-1,413.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +7.8% | +5.2% | +2.6% | +5.9% |
| 30D | +8.3% | -9.6% | +17.9% | +11.8% |
| 3M | +16.1% | -17.8% | +33.9% | +22.7% |
| 6M | +42.9% | +37.4% | +5.4% | +25.9% |
| YTD | +50.8% | +59.7% | -8.9% | +25.3% |
| 1Y | +106.1% | +76.2% | +29.8% | +64.0% |
| 3Y | +84.0% | +28.2% | +55.9% | +50.8% |
| 5Y | +223.5% | +87.2% | +136.3% | +114.2% |
| 10Y | +378.1% | +1,795.0% | -1,416.9% | +49.6% |
| All | +378.1% | +1,791.9% | -1,413.9% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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