+44.3%
TECK vs LH
+46.2%
-2.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.8% | -6.7% |
| 7D | -6.0% | -1.3% | -4.7% | -5.6% |
| 30D | -10.7% | +16.6% | -27.3% | -14.5% |
| 3M | -9.2% | +16.0% | -25.1% | -12.8% |
| 6M | +3.9% | +42.0% | -38.0% | -4.1% |
| YTD | +25.7% | +45.9% | -20.2% | +15.1% |
| 1Y | +44.3% | +46.4% | -2.1% | +30.9% |
| All | +44.3% | +46.2% | -2.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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