+86.4%
META vs LEN
-13.2%
+99.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.2% | -5.8% | +11.0% | +7.4% |
| 30D | -13.0% | +13.7% | -26.7% | -18.0% |
| 3M | +7.9% | -3.9% | +11.8% | +8.3% |
| 6M | +4.2% | -0.4% | +4.6% | +2.1% |
| YTD | -2.5% | -16.8% | +14.3% | +1.1% |
| 1Y | +5.6% | -29.5% | +35.1% | +17.3% |
| 3Y | +96.8% | -25.6% | +122.4% | +89.4% |
| All | +86.4% | -13.2% | +99.6% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling