+70.1%
TECK vs LSCC
+99.6%
-29.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.5% | +3.8% | +0.2% |
| 7D | -0.4% | +7.0% | -7.4% | -2.9% |
| 30D | -7.1% | -2.3% | -4.8% | -7.1% |
| 3M | -5.5% | -12.5% | +7.0% | -2.5% |
| 6M | -9.7% | -10.6% | +0.9% | -8.6% |
| YTD | +26.3% | +52.7% | -26.4% | +6.4% |
| 1Y | +44.4% | +74.0% | -29.6% | +16.4% |
| 3Y | +70.1% | +104.8% | -34.7% | +26.5% |
| All | +70.1% | +99.6% | -29.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling