+243.8%
MET vs LEN
+108.0%
+135.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.3% |
| 7D | -0.5% | -4.8% | +4.3% | +1.0% |
| 30D | +0.5% | -6.6% | +7.1% | +2.5% |
| 3M | +11.6% | -15.7% | +27.3% | +16.8% |
| 6M | +40.8% | -16.6% | +57.4% | +47.2% |
| YTD | +25.7% | -21.3% | +47.0% | +33.1% |
| 1Y | +24.4% | -42.0% | +66.4% | +44.7% |
| 3Y | +67.5% | -27.9% | +95.4% | +74.6% |
| 5Y | +85.8% | -10.7% | +96.5% | +72.9% |
| All | +243.8% | +108.0% | +135.8% | +120.9% |
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