-34.5%
RBLX vs LEN
-0.1%
-34.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.4% |
| 7D | +5.1% | -4.8% | +9.8% | +7.2% |
| 30D | +28.0% | -6.6% | +34.6% | +31.6% |
| 3M | +4.6% | -15.7% | +20.3% | +12.2% |
| 6M | -24.7% | -16.6% | -8.0% | -19.2% |
| YTD | -43.8% | -21.3% | -22.5% | -38.9% |
| 1Y | -65.8% | -42.0% | -23.7% | -57.3% |
| 3Y | +59.4% | -27.9% | +87.3% | +53.7% |
| 5Y | -48.2% | -10.7% | -37.5% | -60.1% |
| All | -34.5% | -0.1% | -34.4% | -53.2% |
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 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