+2,265.7%
TECK vs LEN
+345.6%
+1,920.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.8% | +8.0% | +5.7% |
| 7D | +7.8% | -2.9% | +10.6% | +8.9% |
| 30D | +8.3% | -8.9% | +17.1% | +12.1% |
| 3M | +16.1% | -10.9% | +27.0% | +20.6% |
| 6M | +42.9% | -19.7% | +62.5% | +54.6% |
| YTD | +50.8% | -20.6% | +71.3% | +63.1% |
| 1Y | +106.1% | -42.4% | +148.5% | +150.6% |
| 3Y | +84.0% | -26.5% | +110.6% | +97.3% |
| 5Y | +223.5% | -10.9% | +234.4% | +205.9% |
| 10Y | +378.1% | +100.6% | +277.5% | +193.9% |
| All | +2,265.7% | +345.6% | +1,920.2% | +747.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling