+541.2%
LITE vs RGEN
-35.9%
+577.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.0% |
| 7D | -13.9% | -2.4% | -11.5% | -12.9% |
| 30D | -46.9% | +0.1% | -47.0% | -46.6% |
| 3M | -28.0% | +6.6% | -34.6% | -29.4% |
| 6M | -35.2% | +40.9% | -76.1% | -42.5% |
| YTD | +58.9% | +6.2% | +52.7% | +52.9% |
| 1Y | +125.3% | +19.4% | +105.9% | +109.9% |
| 3Y | +1,344.4% | +17.9% | +1,326.5% | +1,204.1% |
| 5Y | +541.2% | -34.0% | +575.2% | +490.7% |
| All | +541.2% | -35.9% | +577.0% | +490.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling