-29.5%
LEN vs AGI
+204.0%
-233.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.2% |
| 7D | -7.8% | -5.3% | -2.5% | -7.2% |
| 30D | -11.0% | +6.8% | -17.8% | -11.7% |
| 3M | -12.8% | +8.3% | -21.1% | -13.8% |
| 6M | -20.2% | -29.2% | +9.0% | -18.6% |
| YTD | -23.0% | -7.3% | -15.8% | -22.9% |
| 1Y | -41.8% | +8.0% | -49.8% | -42.5% |
| All | -29.5% | +204.0% | -233.4% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling