-35.9%
RBLX vs LEN
+1.3%
-37.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +8.0% | -3.4% | +11.4% | +9.6% |
| 30D | +20.2% | -5.7% | +25.8% | +23.0% |
| 3M | +3.5% | -12.2% | +15.8% | +9.1% |
| 6M | -28.9% | -18.3% | -10.7% | -23.1% |
| YTD | -45.1% | -20.2% | -24.9% | -40.6% |
| 1Y | -66.2% | -40.1% | -26.2% | -58.5% |
| 3Y | +53.5% | -26.2% | +79.7% | +46.0% |
| 5Y | -48.4% | -9.8% | -38.6% | -60.5% |
| All | -35.9% | +1.3% | -37.3% | -54.5% |
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