-36.4%
LII vs RGEN
+34.2%
-70.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.2% |
| 7D | -0.6% | -1.9% | +1.3% | -0.5% |
| 30D | -4.6% | +3.7% | -8.3% | -5.2% |
| 3M | -21.2% | +8.8% | -30.0% | -23.5% |
| 6M | -36.4% | +38.0% | -74.4% | -40.5% |
| All | -36.4% | +34.2% | -70.6% | -40.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling