+2,259.5%
LITE vs TECK
+344.6%
+1,914.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +6.7% | +4.6% | +2.0% | +4.9% |
| 3M | -6.8% | +2.8% | -9.6% | -7.3% |
| 6M | +29.4% | +24.9% | +4.5% | +21.2% |
| YTD | +139.1% | +44.7% | +94.3% | +111.5% |
| 1Y | +521.0% | +112.0% | +409.0% | +390.0% |
| 3Y | +1,535.3% | +67.6% | +1,467.7% | +1,272.4% |
| 5Y | +889.8% | +200.3% | +689.5% | +567.0% |
| All | +2,259.5% | +344.6% | +1,914.8% | +1,218.8% |
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