+70.1%
TECK vs LTH
+241.8%
-171.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.1% |
| 7D | -0.4% | -1.3% | +0.8% | -0.2% |
| 30D | -7.1% | +15.7% | -22.8% | -10.1% |
| 3M | -5.5% | +5.0% | -10.5% | -6.7% |
| 6M | -9.7% | +37.7% | -47.4% | -17.2% |
| YTD | +26.3% | +75.0% | -48.8% | +8.5% |
| 1Y | +44.4% | +82.6% | -38.3% | +22.7% |
| 3Y | +70.1% | +241.3% | -171.2% | +38.3% |
| All | +70.1% | +241.8% | -171.7% | +38.3% |
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