+2,084.0%
TECK vs LUMN
-15.0%
+2,099.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | -3.8% | +2.5% | -6.4% | -4.4% |
| 30D | +0.7% | +10.3% | -9.6% | -1.8% |
| 3M | +4.6% | -18.3% | +22.9% | +8.6% |
| 6M | +25.1% | +4.4% | +20.8% | +21.9% |
| YTD | +39.2% | -10.7% | +49.9% | +37.7% |
| 1Y | +60.3% | +14.0% | +46.4% | +46.0% |
| 3Y | +62.9% | +406.6% | -343.7% | -32.7% |
| 5Y | +181.5% | -36.8% | +218.3% | +143.5% |
| 10Y | +362.3% | -56.2% | +418.5% | +292.2% |
| All | +2,084.0% | -15.0% | +2,099.0% | +1,352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling