+2,171.4%
TECK vs LH
+892.0%
+1,279.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.1% |
| 7D | -0.3% | -2.5% | +2.1% | +0.8% |
| 30D | +4.6% | +4.3% | +0.3% | +2.6% |
| 3M | +2.8% | +25.5% | -22.7% | -7.9% |
| 6M | +24.9% | +17.0% | +7.9% | +15.4% |
| YTD | +44.7% | +31.3% | +13.5% | +26.3% |
| 1Y | +112.0% | +20.0% | +92.0% | +92.1% |
| 3Y | +67.6% | +63.9% | +3.7% | +27.5% |
| 5Y | +200.3% | +30.9% | +169.5% | +150.9% |
| 10Y | +358.2% | +191.4% | +166.8% | +145.6% |
| All | +2,171.4% | +892.0% | +1,279.4% | +782.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling