+1,579.7%
LH vs RGEN
+1,391.5%
+188.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | +1.1% | -3.3% | +4.4% | +1.2% |
| 30D | +16.7% | -5.8% | +22.6% | +17.1% |
| 3M | +15.1% | +0.2% | +14.9% | +15.0% |
| 6M | +46.3% | +56.8% | -10.4% | +42.8% |
| YTD | +48.8% | +2.4% | +46.4% | +48.1% |
| 1Y | +39.7% | +11.4% | +28.3% | +38.4% |
| 3Y | +87.0% | +15.2% | +71.9% | +83.4% |
| 5Y | +53.0% | -35.1% | +88.1% | +52.5% |
| 10Y | +264.3% | +419.6% | -155.3% | +231.9% |
| All | +1,579.7% | +1,391.5% | +188.2% | +1,053.9% |
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 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