+103.0%
LEN vs RGEN
+415.7%
-312.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -4.8% | -1.4% | -3.3% | -4.5% |
| 30D | -6.6% | -0.3% | -6.3% | -6.6% |
| 3M | -15.7% | +23.9% | -39.6% | -20.1% |
| 6M | -16.6% | +38.5% | -55.2% | -23.4% |
| YTD | -21.3% | +0.8% | -22.1% | -22.5% |
| 1Y | -42.0% | +38.2% | -80.2% | -47.1% |
| 3Y | -27.9% | +1.3% | -29.2% | -32.4% |
| 5Y | -10.7% | -44.0% | +33.3% | -10.2% |
| All | +103.0% | +415.7% | -312.7% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 10y: compounded portfolio wealth divided by compounded RGEN 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…
10y analysis · Full analysis span regression · 6 months rolling