+21.2%
IGV vs LEN
-10.6%
+31.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -1.5% | -3.4% | +1.8% | -0.5% |
| 30D | -3.0% | -5.7% | +2.6% | -1.4% |
| 3M | +9.6% | -12.2% | +21.8% | +13.3% |
| 6M | +16.1% | -18.3% | +34.4% | +22.3% |
| YTD | -3.6% | -20.2% | +16.6% | +1.2% |
| 1Y | -7.8% | -40.1% | +32.2% | +6.6% |
| 3Y | +40.0% | -26.2% | +66.2% | +36.2% |
| 5Y | +21.2% | -9.8% | +31.0% | -1.8% |
| All | +21.2% | -10.6% | +31.8% | -1.8% |
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