-42.0%
LEN vs IAG
+86.2%
-128.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.1% |
| 7D | -4.8% | -1.1% | -3.7% | -4.7% |
| 30D | -6.6% | +12.1% | -18.7% | -7.5% |
| 3M | -15.7% | +25.5% | -41.2% | -17.5% |
| 6M | -16.6% | -7.1% | -9.5% | -18.4% |
| YTD | -21.3% | +22.9% | -44.2% | -22.3% |
| 1Y | -42.0% | +83.3% | -125.4% | -42.3% |
| All | -42.0% | +86.2% | -128.2% | -42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling