+436.0%
META vs LEN
+147.0%
+289.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.6% |
| 7D | +3.3% | +0.7% | +2.6% | +3.0% |
| 30D | -10.8% | +13.0% | -23.8% | -14.6% |
| 3M | +7.9% | +1.9% | +6.0% | +6.3% |
| 6M | +5.4% | -0.7% | +6.1% | +4.0% |
| YTD | -2.6% | -13.8% | +11.2% | -0.7% |
| 1Y | +1.9% | -28.1% | +30.0% | +9.6% |
| 3Y | +97.0% | -22.8% | +119.8% | +99.0% |
| 5Y | +97.6% | -7.4% | +105.0% | +83.7% |
| 10Y | +436.0% | +143.7% | +292.4% | +267.4% |
| All | +436.0% | +147.0% | +289.0% | +267.4% |
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