+349.0%
TECK vs LH
+183.3%
+165.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.1% |
| 7D | -3.8% | -4.7% | +0.8% | -1.5% |
| 30D | +0.7% | -3.5% | +4.2% | +2.6% |
| 3M | +4.6% | +17.7% | -13.1% | -3.4% |
| 6M | +25.1% | +15.8% | +9.3% | +16.0% |
| YTD | +39.2% | +25.1% | +14.1% | +23.9% |
| 1Y | +60.3% | +12.5% | +47.8% | +49.7% |
| 3Y | +62.9% | +59.8% | +3.1% | +23.3% |
| 5Y | +181.5% | +27.1% | +154.4% | +136.6% |
| All | +349.0% | +183.3% | +165.8% | +127.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling