+320.6%
LEN vs AGI
+5,459.2%
-5,138.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -3.2% | +0.6% | -3.8% | -3.2% |
| 30D | -4.9% | +18.2% | -23.1% | -6.3% |
| 3M | -8.5% | -4.1% | -4.4% | -8.4% |
| 6M | -20.7% | -28.7% | +8.0% | -18.8% |
| YTD | -17.4% | -4.0% | -13.4% | -17.8% |
| 1Y | -38.2% | +17.4% | -55.7% | -39.7% |
| 3Y | -24.9% | +203.0% | -227.9% | -32.8% |
| 5Y | -11.4% | +376.7% | -388.1% | -24.3% |
| 10Y | +110.0% | +407.5% | -297.5% | +69.9% |
| All | +320.6% | +5,459.2% | -5,138.6% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling