+167.2%
LII vs RGEN
+406.9%
-239.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.5% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | -12.4% | +2.8% | -15.2% | -13.0% |
| 3M | -24.8% | +34.5% | -59.3% | -29.1% |
| 6M | -25.2% | +40.5% | -65.6% | -30.4% |
| YTD | -20.3% | +2.8% | -23.1% | -21.6% |
| 1Y | -32.9% | +39.6% | -72.6% | -37.9% |
| 3Y | +2.0% | +4.4% | -2.4% | -3.6% |
| 5Y | +24.4% | -42.8% | +67.2% | +23.1% |
| 10Y | +167.2% | +406.7% | -239.5% | +93.2% |
| All | +167.2% | +406.9% | -239.6% | +93.2% |
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