+5,556.5%
CNQ vs LEN
+913.9%
+4,642.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.7% | -1.1% |
| 7D | +0.1% | -4.8% | +4.9% | +1.3% |
| 30D | +6.2% | -6.6% | +12.8% | +7.8% |
| 3M | +12.4% | -15.7% | +28.0% | +16.3% |
| 6M | +9.0% | -16.6% | +25.7% | +12.2% |
| YTD | +52.2% | -21.3% | +73.6% | +58.4% |
| 1Y | +65.0% | -42.0% | +107.1% | +84.7% |
| 3Y | +78.8% | -27.9% | +106.8% | +84.0% |
| 5Y | +286.0% | -10.7% | +296.7% | +263.3% |
| 10Y | +420.7% | +106.1% | +314.6% | +277.2% |
| All | +5,556.5% | +913.9% | +4,642.7% | +3,075.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling