+425.7%
META vs LEN
+166.0%
+259.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +4.2% |
| 7D | +5.7% | +0.6% | +5.1% | +5.4% |
| 30D | -10.8% | +19.4% | -30.2% | -15.9% |
| 3M | +8.4% | +4.5% | +3.9% | +6.0% |
| 6M | +5.4% | +4.9% | +0.5% | +2.4% |
| YTD | -2.6% | -8.9% | +6.3% | -2.2% |
| 1Y | +3.5% | -23.0% | +26.5% | +9.2% |
| 3Y | +102.0% | -16.7% | +118.7% | +99.4% |
| 5Y | +93.1% | -4.5% | +97.5% | +77.7% |
| 10Y | +425.7% | +162.2% | +263.5% | +254.2% |
| All | +425.7% | +166.0% | +259.6% | +254.2% |
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 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