+188.6%
TECK vs LTH
+152.0%
+36.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +4.9% | -4.0% | +8.9% | +5.7% |
| 30D | +5.2% | -1.7% | +6.9% | +5.4% |
| 3M | +13.8% | +28.0% | -14.2% | +7.6% |
| 6M | +38.5% | +54.1% | -15.6% | +25.9% |
| YTD | +47.3% | +57.1% | -9.7% | +33.1% |
| 1Y | +81.0% | +45.8% | +35.2% | +65.5% |
| 3Y | +79.9% | +157.6% | -77.7% | +47.2% |
| All | +188.6% | +152.0% | +36.6% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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