+46.5%
TECK vs LUMN
-63.6%
+110.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | -0.2% | -18.2% | +18.0% | +3.4% |
| 30D | -7.5% | -32.5% | +24.9% | -1.1% |
| 3M | -8.4% | -32.4% | +23.9% | -2.6% |
| 6M | -2.2% | -59.3% | +57.1% | +13.6% |
| YTD | +26.8% | -48.6% | +75.5% | +40.4% |
| 1Y | +46.5% | -63.5% | +110.0% | +68.3% |
| All | +46.5% | -63.6% | +110.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling