+1,402.3%
LITE vs RGEN
+527.2%
+875.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +4.7% |
| 7D | -35.9% | -1.9% | -34.0% | -35.2% |
| 30D | -51.5% | +3.7% | -55.3% | -51.8% |
| 3M | -35.7% | +8.8% | -44.5% | -37.6% |
| 6M | -43.0% | +38.0% | -80.9% | -49.8% |
| YTD | +46.1% | +5.9% | +40.2% | +39.4% |
| 1Y | +124.7% | +19.7% | +105.0% | +106.5% |
| 3Y | +1,172.1% | +20.5% | +1,151.5% | +1,014.6% |
| 5Y | +477.0% | -35.0% | +512.0% | +474.0% |
| All | +1,402.3% | +527.2% | +875.1% | +468.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling