+2,790.8%
LII vs RGEN
+5,934.4%
-3,143.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -4.9% | -2.3% |
| 7D | -0.6% | -1.9% | +1.3% | -0.4% |
| 30D | -4.6% | +3.7% | -8.3% | -5.1% |
| 3M | -21.2% | +8.8% | -30.0% | -22.2% |
| 6M | -36.4% | +38.0% | -74.4% | -39.0% |
| YTD | -28.9% | +5.9% | -34.8% | -30.0% |
| 1Y | -29.5% | +19.7% | -49.2% | -31.5% |
| 3Y | -8.6% | +20.5% | -29.1% | -12.6% |
| 5Y | +20.2% | -35.0% | +55.2% | +19.5% |
| 10Y | +166.2% | +540.9% | -374.7% | +109.9% |
| All | +2,790.8% | +5,934.4% | -3,143.6% | +1,419.9% |
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