+1,402.3%
LITE vs TECK
+212.7%
+1,189.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.3% |
| 7D | -35.9% | -0.2% | -35.7% | -35.9% |
| 30D | -51.5% | -7.5% | -44.0% | -49.9% |
| 3M | -35.7% | -8.4% | -27.3% | -33.4% |
| 6M | -43.0% | -2.2% | -40.7% | -41.8% |
| YTD | +46.1% | +26.8% | +19.3% | +35.7% |
| 1Y | +124.7% | +46.5% | +78.2% | +100.1% |
| 3Y | +1,172.1% | +69.0% | +1,103.0% | +981.9% |
| 5Y | +477.0% | +138.8% | +338.2% | +319.3% |
| All | +1,402.3% | +212.7% | +1,189.6% | +748.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling