+445.6%
AG vs LEN
+116.3%
+329.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.7% |
| 7D | +1.0% | -3.2% | +4.2% | +1.8% |
| 30D | +19.2% | -4.9% | +24.1% | +20.6% |
| 3M | +6.2% | -8.5% | +14.6% | +8.2% |
| 6M | -26.7% | -20.7% | -6.0% | -22.7% |
| YTD | +26.1% | -17.4% | +43.5% | +31.4% |
| 1Y | +131.7% | -38.2% | +169.9% | +156.3% |
| 3Y | +255.3% | -24.9% | +280.2% | +269.7% |
| 5Y | +61.9% | -11.4% | +73.4% | +59.4% |
| 10Y | +72.0% | +110.0% | -38.0% | +32.2% |
| All | +445.6% | +116.3% | +329.3% | +186.8% |
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 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