+65.5%
LH vs RGEN
-0.1%
+65.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.8% | -0.9% | 0.0% | -0.7% |
| 30D | +2.0% | +2.8% | -0.8% | +1.5% |
| 3M | +24.3% | +34.5% | -10.2% | +18.6% |
| 6M | +21.1% | +40.5% | -19.4% | +14.4% |
| YTD | +30.4% | +2.8% | +27.6% | +28.4% |
| 1Y | +18.4% | +39.6% | -21.3% | +11.4% |
| 3Y | +65.5% | +4.4% | +61.1% | +56.2% |
| All | +65.5% | -0.1% | +65.5% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling