+61.6%
AG vs LEN
+108.0%
-46.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.2% | -5.1% | -3.6% |
| 7D | -6.7% | -4.8% | -2.0% | -5.4% |
| 30D | +2.2% | -6.6% | +8.7% | +4.2% |
| 3M | +15.7% | -15.7% | +31.4% | +21.1% |
| 6M | -23.8% | -16.6% | -7.1% | -19.9% |
| YTD | +17.6% | -21.3% | +39.0% | +25.3% |
| 1Y | +88.6% | -42.0% | +130.7% | +117.0% |
| 3Y | +253.4% | -27.9% | +281.3% | +273.9% |
| 5Y | +62.4% | -10.7% | +73.1% | +56.9% |
| All | +61.6% | +108.0% | -46.4% | +26.7% |
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