+129.4%
LITE vs TECK
+52.7%
+76.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.0% | +3.7% | +5.4% |
| 7D | -12.9% | +3.1% | -16.0% | -14.2% |
| 30D | -46.0% | -5.0% | -41.0% | -43.5% |
| 3M | -33.0% | -2.6% | -30.5% | -31.4% |
| 6M | -34.0% | 0.0% | -34.0% | -33.5% |
| YTD | +61.7% | +35.6% | +26.1% | +25.9% |
| All | +129.4% | +52.7% | +76.7% | +49.1% |
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