+11.9%
AG vs LEN
-30.4%
+42.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.4% |
| 7D | -10.0% | -5.8% | -4.2% | -7.5% |
| 30D | -10.5% | +13.7% | -24.2% | -15.4% |
| 3M | -27.3% | -3.9% | -23.4% | -26.1% |
| 6M | -43.0% | -0.4% | -42.6% | -43.2% |
| YTD | -17.9% | -16.8% | -1.1% | -14.7% |
| 1Y | +11.9% | -29.5% | +41.4% | +21.4% |
| All | +11.9% | -30.4% | +42.3% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling