+349.0%
TECK vs LEN
+108.0%
+241.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | 0.0% |
| 7D | -3.8% | -4.8% | +0.9% | -2.2% |
| 30D | +0.7% | -6.6% | +7.3% | +3.2% |
| 3M | +4.6% | -15.7% | +20.3% | +10.6% |
| 6M | +25.1% | -16.6% | +41.8% | +32.9% |
| YTD | +39.2% | -21.3% | +60.5% | +50.2% |
| 1Y | +60.3% | -42.0% | +102.4% | +92.0% |
| 3Y | +62.9% | -27.9% | +90.8% | +74.4% |
| 5Y | +181.5% | -10.7% | +192.2% | +166.5% |
| All | +349.0% | +108.0% | +241.0% | +167.7% |
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