+1,511.3%
META vs LEN
+293.3%
+1,217.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.7% |
| 7D | -0.8% | +2.1% | -2.9% | -1.6% |
| 30D | -15.4% | +16.6% | -32.0% | -19.4% |
| 3M | +3.5% | +5.3% | -1.8% | +1.2% |
| 6M | -0.3% | -0.8% | +0.5% | -1.4% |
| YTD | -7.3% | -11.7% | +4.4% | -6.2% |
| 1Y | -1.1% | -24.6% | +23.5% | +4.3% |
| 3Y | +95.1% | -18.7% | +113.7% | +94.8% |
| 5Y | +80.6% | -4.4% | +85.0% | +69.7% |
| 10Y | +410.1% | +152.2% | +258.0% | +263.5% |
| All | +1,511.3% | +293.3% | +1,217.9% | +990.2% |
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