+103.0%
LEN vs AGI
+392.3%
-289.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.1% |
| 7D | -4.8% | -2.7% | -2.0% | -4.5% |
| 30D | -6.6% | +7.2% | -13.8% | -7.2% |
| 3M | -15.7% | +4.3% | -19.9% | -16.2% |
| 6M | -16.6% | -27.1% | +10.4% | -14.9% |
| YTD | -21.3% | -6.6% | -14.7% | -21.5% |
| 1Y | -42.0% | +9.5% | -51.6% | -43.1% |
| 3Y | -27.9% | +208.4% | -236.4% | -36.1% |
| 5Y | -10.7% | +401.6% | -412.3% | -24.3% |
| All | +103.0% | +392.3% | -289.3% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling