+415.5%
CNQ vs LEN
+108.0%
+307.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | +6.2% | -6.6% | +12.8% | +7.9% |
| 3M | +12.4% | -15.7% | +28.0% | +16.7% |
| 6M | +9.0% | -16.6% | +25.7% | +12.6% |
| YTD | +52.2% | -21.3% | +73.6% | +59.1% |
| 1Y | +65.0% | -42.0% | +107.1% | +88.2% |
| 3Y | +78.8% | -27.9% | +106.8% | +82.3% |
| 5Y | +286.0% | -10.7% | +296.7% | +248.6% |
| All | +415.5% | +108.0% | +307.5% | +252.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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