+580.4%
LITE vs TECK
+131.7%
+448.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -1.8% |
| 7D | +22.6% | +2.1% | +20.4% | +21.7% |
| 30D | -36.8% | -8.9% | -27.9% | -33.7% |
| 3M | -33.0% | -7.1% | -25.9% | -30.3% |
| 6M | -37.1% | -7.0% | -30.1% | -34.2% |
| YTD | +69.5% | +28.3% | +41.1% | +54.5% |
| 1Y | +146.1% | +40.6% | +105.6% | +117.6% |
| 3Y | +1,440.8% | +78.2% | +1,362.7% | +1,169.4% |
| 5Y | +580.4% | +129.5% | +450.9% | +423.3% |
| All | +580.4% | +131.7% | +448.7% | +423.3% |
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