+15.7%
LII vs RGEN
-37.9%
+53.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | 0.0% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -0.6% | -5.1% | +4.5% | +0.2% |
| 3M | -17.0% | +0.5% | -17.5% | -18.0% |
| 6M | -31.1% | +46.6% | -77.7% | -38.2% |
| YTD | -27.7% | +1.6% | -29.3% | -29.6% |
| 1Y | -26.2% | +5.4% | -31.5% | -28.8% |
| 3Y | -9.6% | +12.8% | -22.5% | -18.0% |
| 5Y | +15.7% | -35.6% | +51.2% | +5.1% |
| All | +15.7% | -37.9% | +53.5% | +5.1% |
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