+1,408.5%
LITE vs RGEN
+19.6%
+1,388.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.1% | +7.5% | +9.6% |
| 7D | -12.9% | +3.5% | -16.4% | -13.5% |
| 30D | -46.0% | +2.9% | -48.9% | -46.1% |
| 3M | -33.0% | +9.2% | -42.2% | -35.0% |
| 6M | -34.0% | +44.9% | -79.0% | -43.0% |
| YTD | +61.7% | +9.2% | +52.5% | +54.7% |
| 1Y | +148.3% | +25.3% | +123.0% | +126.2% |
| 3Y | +1,408.5% | +21.7% | +1,386.8% | +1,134.7% |
| All | +1,408.5% | +19.6% | +1,388.9% | +1,134.7% |
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 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