+901.5%
LITE vs TECK
+200.8%
+700.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +6.7% | +4.6% | +2.0% | +4.6% |
| 3M | -6.8% | +2.8% | -9.6% | -7.7% |
| 6M | +29.4% | +24.9% | +4.5% | +19.6% |
| YTD | +139.1% | +44.7% | +94.3% | +107.0% |
| 1Y | +521.0% | +112.0% | +409.0% | +373.6% |
| 3Y | +1,535.3% | +67.6% | +1,467.7% | +1,227.3% |
| All | +901.5% | +200.8% | +700.7% | +668.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling