+1,527.5%
META vs LEN
+268.1%
+1,259.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | -3.2% | +9.9% | +7.7% |
| 30D | +4.8% | -4.9% | +9.6% | +6.2% |
| 3M | -1.6% | -8.5% | +6.9% | +0.4% |
| 6M | -7.5% | -20.7% | +13.2% | -2.1% |
| YTD | -6.4% | -17.4% | +11.0% | -2.7% |
| 1Y | -17.3% | -38.2% | +20.9% | -7.2% |
| 3Y | +109.9% | -24.9% | +134.8% | +115.9% |
| 5Y | +65.4% | -11.4% | +76.8% | +59.9% |
| 10Y | +391.8% | +110.0% | +281.8% | +267.8% |
| All | +1,527.5% | +268.1% | +1,259.4% | +1,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling