+222.0%
LHX vs RGEN
+415.7%
-193.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -4.3% | -1.4% | -2.8% | -4.1% |
| 30D | -15.1% | -0.3% | -14.8% | -15.2% |
| 3M | -21.0% | +23.9% | -44.9% | -23.0% |
| 6M | -32.0% | +38.5% | -70.5% | -34.8% |
| YTD | -15.3% | +0.8% | -16.1% | -16.0% |
| 1Y | -11.1% | +38.2% | -49.3% | -15.0% |
| 3Y | +54.0% | +1.3% | +52.7% | +48.2% |
| 5Y | +17.1% | -44.0% | +61.1% | +18.0% |
| All | +222.0% | +415.7% | -193.7% | +106.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling