+10,331.5%
LEN vs RGEN
+1,576.0%
+8,755.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | -3.2% | -4.9% | +1.7% | -2.8% |
| 30D | -4.9% | +5.7% | -10.6% | -5.3% |
| 3M | -8.5% | +32.4% | -40.9% | -10.4% |
| 6M | -20.7% | +33.2% | -53.8% | -22.5% |
| YTD | -17.4% | +2.3% | -19.7% | -17.8% |
| 1Y | -38.2% | +39.0% | -77.2% | -39.9% |
| 3Y | -24.9% | -4.6% | -20.2% | -25.8% |
| 5Y | -11.4% | -42.7% | +31.2% | -10.7% |
| 10Y | +110.0% | +433.6% | -323.6% | +83.1% |
| All | +10,331.5% | +1,576.0% | +8,755.5% | +6,892.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling