+7,679.3%
LHX vs RGEN
+1,585.3%
+6,094.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -10.4% | +2.8% | -13.2% | -10.5% |
| 3M | -14.9% | +34.5% | -49.4% | -16.1% |
| 6M | -29.6% | +40.5% | -70.1% | -30.8% |
| YTD | -11.8% | +2.8% | -14.7% | -12.2% |
| 1Y | -5.1% | +39.6% | -44.7% | -6.8% |
| 3Y | +61.3% | +4.4% | +56.9% | +58.8% |
| 5Y | +22.4% | -42.8% | +65.1% | +22.2% |
| 10Y | +232.2% | +406.7% | -174.5% | +200.1% |
| All | +7,679.3% | +1,585.3% | +6,094.0% | +5,414.3% |
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