+2,841.2%
LII vs RGEN
+5,951.5%
-3,110.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.2% |
| 7D | +0.4% | -2.4% | +2.8% | +0.7% |
| 30D | -2.4% | +0.1% | -2.4% | -2.5% |
| 3M | -17.5% | +6.6% | -24.1% | -18.4% |
| 6M | -32.8% | +40.9% | -73.8% | -35.7% |
| YTD | -27.7% | +6.2% | -33.9% | -28.8% |
| 1Y | -28.1% | +19.4% | -47.5% | -30.1% |
| 3Y | -9.7% | +17.9% | -27.6% | -13.4% |
| 5Y | +19.5% | -34.0% | +53.5% | +18.7% |
| 10Y | +170.6% | +453.9% | -283.3% | +116.1% |
| All | +2,841.2% | +5,951.5% | -3,110.3% | +1,445.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling