+194.4%
MET vs LEN
+136.9%
+57.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +4.5% | -5.8% | +10.2% | +6.3% |
| 30D | +3.5% | +13.7% | -10.2% | -0.9% |
| 3M | +5.9% | -3.9% | +9.8% | +6.3% |
| 6M | +33.1% | -0.4% | +33.4% | +31.0% |
| YTD | +33.6% | -16.8% | +50.4% | +38.0% |
| 1Y | +32.7% | -29.5% | +62.2% | +44.2% |
| 3Y | +85.0% | -25.6% | +110.6% | +90.1% |
| 5Y | +85.6% | -13.2% | +98.8% | +74.0% |
| All | +194.4% | +136.9% | +57.5% | +79.4% |
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 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