+1,209.8%
MET vs LEN
+1,188.7%
+21.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | -3.2% | +4.3% | +2.4% |
| 30D | +1.4% | -4.9% | +6.3% | +3.1% |
| 3M | +17.7% | -8.5% | +26.2% | +20.5% |
| 6M | +35.0% | -20.7% | +55.7% | +45.1% |
| YTD | +26.3% | -17.4% | +43.7% | +32.8% |
| 1Y | +22.8% | -38.2% | +61.1% | +43.0% |
| 3Y | +65.9% | -24.9% | +90.8% | +72.8% |
| 5Y | +85.4% | -11.4% | +96.8% | +73.3% |
| 10Y | +253.7% | +110.0% | +143.7% | +112.4% |
| All | +1,209.8% | +1,188.7% | +21.1% | +184.9% |
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 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