+2,171.4%
TECK vs LEN
+363.4%
+1,808.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -0.3% | -3.2% | +2.8% | +1.0% |
| 30D | +4.6% | -4.9% | +9.5% | +6.5% |
| 3M | +2.8% | -8.5% | +11.3% | +5.8% |
| 6M | +24.9% | -20.7% | +45.6% | +36.1% |
| YTD | +44.7% | -17.4% | +62.2% | +54.3% |
| 1Y | +112.0% | -38.2% | +150.2% | +151.0% |
| 3Y | +67.6% | -24.9% | +92.5% | +78.1% |
| 5Y | +200.3% | -11.4% | +211.8% | +185.3% |
| 10Y | +358.2% | +110.0% | +248.2% | +176.8% |
| All | +2,171.4% | +363.4% | +1,808.0% | +701.4% |
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