+433.3%
META vs LEN
+142.4%
+291.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -0.2% | -6.4% | +6.2% | +1.7% |
| 30D | -15.4% | +15.6% | -31.0% | -19.6% |
| 3M | +5.0% | -0.8% | +5.8% | +4.3% |
| 6M | +5.2% | +0.4% | +4.8% | +3.4% |
| YTD | -4.5% | -14.1% | +9.6% | -2.5% |
| 1Y | +0.6% | -29.6% | +30.2% | +9.0% |
| 3Y | +93.1% | -23.1% | +116.2% | +95.3% |
| 5Y | +93.7% | -8.9% | +102.6% | +80.8% |
| 10Y | +433.3% | +146.2% | +287.1% | +267.0% |
| All | +433.3% | +142.4% | +291.0% | +267.0% |
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