+1,890.1%
TECK vs LSCC
+1,166.8%
+723.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -1.5% |
| 7D | -0.2% | +13.0% | -13.2% | -4.6% |
| 30D | -7.5% | -19.8% | +12.3% | -1.1% |
| 3M | -8.4% | -18.4% | +10.0% | -3.3% |
| 6M | -2.2% | -16.1% | +13.9% | +1.3% |
| YTD | +26.8% | +42.7% | -15.9% | +8.5% |
| 1Y | +46.5% | +68.0% | -21.5% | +18.4% |
| 3Y | +69.0% | +85.8% | -16.8% | +22.5% |
| 5Y | +138.8% | +28.0% | +110.7% | +82.2% |
| 10Y | +224.3% | +1,255.1% | -1,030.8% | +2.2% |
| All | +1,890.1% | +1,166.8% | +723.3% | +253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling