+3,068.2%
LITE vs TECK
+722.1%
+2,346.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.4% |
| 7D | -35.9% | -0.2% | -35.7% | -35.9% |
| 30D | -51.5% | -7.5% | -44.0% | -50.4% |
| 3M | -35.7% | -8.4% | -27.3% | -34.1% |
| 6M | -43.0% | -2.2% | -40.7% | -42.1% |
| YTD | +46.1% | +26.8% | +19.3% | +39.4% |
| 1Y | +124.7% | +46.5% | +78.2% | +108.4% |
| 3Y | +1,172.1% | +69.0% | +1,103.0% | +1,049.1% |
| 5Y | +477.0% | +138.8% | +338.2% | +378.2% |
| 10Y | +1,465.7% | +224.3% | +1,241.3% | +1,023.2% |
| All | +3,068.2% | +722.1% | +2,346.1% | +1,910.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling