+205.8%
LEN vs IAG
+368.9%
-163.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.7% |
| 7D | -2.9% | +4.3% | -7.1% | -3.3% |
| 30D | -8.9% | +9.8% | -18.6% | -9.8% |
| 3M | -10.9% | +28.9% | -39.8% | -13.4% |
| 6M | -19.7% | -7.6% | -12.1% | -19.7% |
| YTD | -20.6% | +22.0% | -42.5% | -23.1% |
| 1Y | -42.4% | +99.5% | -141.9% | -47.1% |
| 3Y | -26.5% | +818.3% | -844.8% | -43.9% |
| 5Y | -10.9% | +785.9% | -796.8% | -34.4% |
| 10Y | +100.6% | +381.1% | -280.5% | +45.9% |
| All | +205.8% | +368.9% | -163.1% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling