Unfortunately, I'm not aware of a way to do this that would be remotely simple, if it's even feasible.
You see, you can extract the Activity Log via the API and see when someone's segment changes within a segmentation. However, the ActLog will not tell you what someone's initial segment was set to when they were added.
For example, say you have a Segmentation called State, whose Smart Lists simply segment on the system field State: NY, CT, and Default.
If someone is created with State=CT in January, then changes to State=NY in March, you'd see a Segment Changed activity in March. That's great.
But if they never changed the value of State, you wouldn't have any explicit knowledge of their segment. You could check the current value of State for every lead and simulate the segment rules against it using client code (assuming here those rules haven't changed in the entire period!) but this is going to require a developer to apply themselves to the task.
.png)