+2.4%
AG vs LEN
-12.2%
+14.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.3% |
| 7D | -6.0% | -8.7% | +2.7% | -3.2% |
| 30D | -14.3% | +11.6% | -25.9% | -17.4% |
| 3M | -26.9% | -1.3% | -25.7% | -26.9% |
| 6M | -42.1% | -1.4% | -40.7% | -42.2% |
| YTD | -15.9% | -16.9% | +1.0% | -12.1% |
| 1Y | +11.5% | -31.2% | +42.7% | +22.6% |
| 3Y | +208.0% | -25.6% | +233.6% | +220.5% |
| 5Y | +2.4% | -13.3% | +15.7% | -11.8% |
| All | +2.4% | -12.2% | +14.6% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling