+1,568.0%
LITE vs RGEN
+411.3%
+1,156.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.5% |
| 7D | +22.6% | -1.2% | +23.7% | +23.2% |
| 30D | -36.8% | -5.1% | -31.7% | -35.3% |
| 3M | -33.0% | +0.5% | -33.5% | -33.3% |
| 6M | -37.1% | +46.6% | -83.6% | -45.6% |
| YTD | +69.5% | +1.6% | +67.8% | +63.9% |
| 1Y | +146.1% | +5.4% | +140.7% | +136.3% |
| 3Y | +1,440.8% | +12.8% | +1,428.0% | +1,280.2% |
| 5Y | +580.4% | -35.6% | +616.0% | +579.1% |
| All | +1,568.0% | +411.3% | +1,156.7% | +560.1% |
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