+232.7%
LITE vs TECK
+59.3%
+173.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.3% | -12.1% | -10.9% |
| 7D | -31.4% | +2.3% | -33.7% | -33.0% |
| 30D | -42.6% | -5.0% | -37.6% | -40.5% |
| 3M | -26.2% | -0.3% | -25.9% | -26.4% |
| 6M | -35.8% | +13.9% | -49.7% | -40.2% |
| YTD | +70.0% | +35.2% | +34.8% | +28.4% |
| 1Y | +232.7% | +57.5% | +175.2% | +94.6% |
| All | +232.7% | +59.3% | +173.5% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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