+132.4%
LEN vs IAG
+389.3%
-256.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -5.8% | -7.7% | +1.9% | -5.2% |
| 30D | +13.7% | +1.6% | +12.1% | +13.4% |
| 3M | -3.9% | -2.4% | -1.4% | -3.9% |
| 6M | -0.4% | -7.8% | +7.5% | -0.3% |
| YTD | -16.8% | +5.0% | -21.9% | -18.0% |
| 1Y | -29.5% | +25.7% | -55.2% | -31.4% |
| 3Y | -25.6% | +694.5% | -720.1% | -38.9% |
| 5Y | -13.2% | +421.7% | -434.9% | -29.3% |
| All | +132.4% | +389.3% | -256.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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