-9.8%
LEN vs IAG
+804.8%
-814.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.5% |
| 30D | -5.7% | +11.4% | -17.1% | -6.4% |
| 3M | -12.2% | +33.0% | -45.3% | -14.2% |
| 6M | -18.3% | -6.0% | -12.3% | -18.6% |
| YTD | -20.2% | +24.6% | -44.8% | -22.1% |
| 1Y | -40.1% | +105.0% | -145.1% | -43.5% |
| 3Y | -26.2% | +837.9% | -864.1% | -39.9% |
| 5Y | -9.8% | +817.0% | -826.8% | -31.7% |
| All | -9.8% | +804.8% | -814.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling