+264.0%
AG vs LEN
+117.7%
+146.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.2% | -2.1% | -4.5% |
| 7D | -6.0% | -8.7% | +2.7% | -3.9% |
| 30D | -14.3% | +11.6% | -25.9% | -16.7% |
| 3M | -26.9% | -1.3% | -25.7% | -26.9% |
| 6M | -42.1% | -1.4% | -40.7% | -42.1% |
| YTD | -15.9% | -16.9% | +1.0% | -12.7% |
| 1Y | +11.5% | -31.2% | +42.7% | +20.6% |
| 3Y | +208.0% | -25.6% | +233.6% | +221.1% |
| 5Y | +2.4% | -13.3% | +15.7% | +1.1% |
| 10Y | +77.0% | +138.4% | -61.4% | +32.1% |
| All | +264.0% | +117.7% | +146.3% | +90.5% |
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