-25.6%
LEN vs IAG
+655.1%
-680.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.1% | +2.0% | -2.8% |
| 7D | -8.7% | -2.1% | -6.7% | -8.6% |
| 30D | +11.6% | -6.2% | +17.7% | +11.9% |
| 3M | -1.3% | -5.1% | +3.9% | -1.0% |
| 6M | -1.4% | -10.0% | +8.5% | -1.3% |
| YTD | -16.9% | +3.9% | -20.8% | -17.5% |
| 1Y | -31.2% | +18.9% | -50.0% | -32.1% |
| All | -25.6% | +655.1% | -680.7% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling