+3,188.9%
LII vs RGEN
+5,729.6%
-2,540.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.3% |
| 7D | -0.7% | -4.9% | +4.2% | -0.2% |
| 30D | -12.6% | +5.7% | -18.3% | -13.2% |
| 3M | -24.4% | +32.4% | -56.9% | -26.8% |
| 6M | -28.7% | +33.2% | -61.9% | -31.2% |
| YTD | -19.1% | +2.3% | -21.4% | -19.8% |
| 1Y | -29.7% | +39.0% | -68.7% | -32.6% |
| 3Y | +4.8% | -4.6% | +9.4% | +2.6% |
| 5Y | +24.6% | -42.7% | +67.2% | +25.6% |
| 10Y | +169.2% | +433.6% | -264.4% | +116.3% |
| All | +3,188.9% | +5,729.6% | -2,540.7% | +1,641.3% |
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