+1,881.2%
TECK vs LEN
+366.5%
+1,514.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | -0.4% | -5.8% | +5.3% | +2.0% |
| 30D | -7.1% | +13.7% | -20.8% | -12.2% |
| 3M | -5.5% | -3.9% | -1.6% | -4.9% |
| 6M | -9.7% | -0.4% | -9.3% | -11.0% |
| YTD | +26.3% | -16.8% | +43.1% | +32.9% |
| 1Y | +44.4% | -29.5% | +73.9% | +61.4% |
| 3Y | +70.1% | -25.6% | +95.7% | +79.9% |
| 5Y | +125.8% | -13.2% | +139.0% | +114.7% |
| 10Y | +200.6% | +138.5% | +62.1% | +70.8% |
| All | +1,881.2% | +366.5% | +1,514.7% | +590.2% |
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 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