+1,563.7%
LITE vs RGEN
-3.7%
+1,567.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.4% |
| 7D | -1.5% | -4.9% | +3.4% | 0.0% |
| 30D | +6.7% | +5.7% | +1.0% | +5.0% |
| 3M | -6.8% | +32.4% | -39.2% | -15.4% |
| 6M | +29.4% | +33.2% | -3.7% | +15.6% |
| YTD | +139.1% | +2.3% | +136.8% | +134.1% |
| 1Y | +521.0% | +39.0% | +482.0% | +444.8% |
| All | +1,563.7% | -3.7% | +1,567.4% | +1,549.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling