+132.4%
LEN vs RGEN
+415.2%
-282.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -5.8% | -3.3% | -2.5% | -5.0% |
| 30D | +13.7% | -5.8% | +19.6% | +15.0% |
| 3M | -3.9% | +0.2% | -4.0% | -4.8% |
| 6M | -0.4% | +56.8% | -57.1% | -11.5% |
| YTD | -16.8% | +2.4% | -19.2% | -19.0% |
| 1Y | -29.5% | +11.4% | -40.9% | -32.6% |
| 3Y | -25.6% | +15.2% | -40.7% | -32.4% |
| 5Y | -13.2% | -35.1% | +21.9% | -15.7% |
| All | +132.4% | +415.2% | -282.8% | +43.4% |
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