+134.6%
TECK vs LH
+54.7%
+79.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -0.4% | +1.1% | -1.5% | -0.8% |
| 30D | -7.1% | +16.7% | -23.9% | -12.3% |
| 3M | -5.5% | +15.1% | -20.6% | -10.3% |
| 6M | -9.7% | +46.3% | -56.0% | -21.6% |
| YTD | +26.3% | +48.8% | -22.5% | +8.6% |
| 1Y | +44.4% | +39.7% | +4.7% | +27.1% |
| 3Y | +70.1% | +87.0% | -17.0% | +28.8% |
| All | +134.6% | +54.7% | +79.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling