-29.7%
LII vs RGEN
+45.2%
-74.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.4% |
| 7D | -0.7% | -4.9% | +4.2% | +0.2% |
| 30D | -12.6% | +5.7% | -18.3% | -13.8% |
| 3M | -24.4% | +32.4% | -56.9% | -29.0% |
| 6M | -28.7% | +33.2% | -61.9% | -33.5% |
| YTD | -19.1% | +2.3% | -21.4% | -20.4% |
| 1Y | -29.7% | +39.0% | -68.7% | -36.5% |
| All | -29.7% | +45.2% | -74.9% | -36.5% |
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