+168.9%
LII vs RGEN
+450.6%
-281.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -2.3% | -3.1% | +0.8% | -1.8% |
| 30D | -1.7% | +0.1% | -1.7% | -2.0% |
| 3M | -18.3% | +4.8% | -23.0% | -19.6% |
| 6M | -32.3% | +48.9% | -81.3% | -37.9% |
| YTD | -27.1% | +5.3% | -32.5% | -29.1% |
| 1Y | -27.2% | +12.5% | -39.7% | -30.1% |
| 3Y | -8.9% | +17.0% | -25.9% | -15.8% |
| 5Y | +19.7% | -35.4% | +55.0% | +16.0% |
| 10Y | +168.9% | +434.6% | -265.7% | +88.0% |
| All | +168.9% | +450.6% | -281.7% | +88.0% |
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