+20.4%
LII vs RGEN
-35.1%
+55.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.6% |
| 7D | -0.6% | -1.9% | +1.3% | -0.3% |
| 30D | -4.6% | +3.7% | -8.3% | -5.8% |
| 3M | -21.2% | +8.8% | -30.0% | -23.6% |
| 6M | -36.4% | +38.0% | -74.4% | -42.1% |
| YTD | -28.9% | +5.9% | -34.8% | -31.4% |
| 1Y | -29.5% | +19.7% | -49.2% | -34.1% |
| 3Y | -8.6% | +20.5% | -29.1% | -18.2% |
| All | +20.4% | -35.1% | +55.6% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling