+1,382.1%
LH vs RGEN
+1,389.8%
-7.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | -2.5% | -4.9% | +2.5% | -2.2% |
| 30D | +4.3% | +5.7% | -1.3% | +4.0% |
| 3M | +25.5% | +32.4% | -6.9% | +23.6% |
| 6M | +17.0% | +33.2% | -16.2% | +15.0% |
| YTD | +31.3% | +2.3% | +29.0% | +30.7% |
| 1Y | +20.0% | +39.0% | -19.0% | +17.6% |
| 3Y | +63.9% | -4.6% | +68.5% | +62.0% |
| 5Y | +30.9% | -42.7% | +73.5% | +31.2% |
| 10Y | +191.4% | +433.6% | -242.2% | +165.2% |
| All | +1,382.1% | +1,389.8% | -7.7% | +918.9% |
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