+84.0%
TECK vs LTH
+159.1%
-75.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.5% |
| 7D | +7.8% | +1.5% | +6.2% | +7.4% |
| 30D | +8.3% | -3.1% | +11.3% | +8.8% |
| 3M | +16.1% | +28.1% | -12.0% | +8.9% |
| 6M | +42.9% | +67.4% | -24.6% | +25.9% |
| YTD | +50.8% | +59.8% | -9.0% | +33.8% |
| 1Y | +106.1% | +45.6% | +60.5% | +86.3% |
| 3Y | +84.0% | +162.0% | -78.0% | +58.9% |
| All | +84.0% | +159.1% | -75.1% | +58.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling