+65.7%
AG vs LEN
+136.9%
-71.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -10.0% | -5.8% | -4.2% | -8.3% |
| 30D | -10.5% | +13.7% | -24.2% | -14.0% |
| 3M | -27.3% | -3.9% | -23.4% | -26.7% |
| 6M | -43.0% | -0.4% | -42.6% | -43.2% |
| YTD | -17.9% | -16.8% | -1.1% | -14.3% |
| 1Y | +11.9% | -29.5% | +41.4% | +22.0% |
| 3Y | +201.8% | -25.6% | +227.4% | +216.2% |
| 5Y | -0.1% | -13.2% | +13.2% | -3.1% |
| All | +65.7% | +136.9% | -71.2% | +24.7% |
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 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