-26.2%
LII vs RGEN
+19.5%
-45.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +7.9% | -3.5% | +11.4% | +8.4% |
| 30D | -0.6% | -6.0% | +5.4% | +0.2% |
| 3M | -19.3% | +19.0% | -38.3% | -22.8% |
| 6M | -29.8% | +50.7% | -80.6% | -35.7% |
| YTD | -25.4% | +8.8% | -34.2% | -27.8% |
| 1Y | -26.2% | +21.3% | -47.5% | -30.6% |
| All | -26.2% | +19.5% | -45.8% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling