+59.3%
LH vs RGEN
-35.5%
+94.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +1.2% | -3.1% | +4.3% | +1.8% |
| 30D | +18.0% | +0.1% | +17.9% | +17.9% |
| 3M | +15.7% | +4.8% | +10.9% | +14.3% |
| 6M | +46.6% | +48.9% | -2.3% | +35.4% |
| YTD | +49.5% | +5.3% | +44.1% | +45.9% |
| 1Y | +40.2% | +12.5% | +27.7% | +35.1% |
| 3Y | +87.6% | +17.0% | +70.6% | +72.7% |
| 5Y | +59.3% | -35.4% | +94.6% | +55.9% |
| All | +59.3% | -35.5% | +94.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling