+62.8%
META vs LEN
-10.8%
+73.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | -3.2% | +9.9% | +8.1% |
| 30D | +4.8% | -4.9% | +9.6% | +6.8% |
| 3M | -1.6% | -8.5% | +6.9% | +1.2% |
| 6M | -7.5% | -20.7% | +13.2% | +0.5% |
| YTD | -6.4% | -17.4% | +11.0% | -1.4% |
| 1Y | -17.3% | -38.2% | +20.9% | -1.4% |
| 3Y | +109.9% | -24.9% | +134.8% | +102.4% |
| All | +62.8% | -10.8% | +73.6% | +26.7% |
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