+562.5%
LITE vs RGEN
-35.5%
+597.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.2% | -4.7% |
| 7D | +10.8% | -3.3% | +14.1% | +11.9% |
| 30D | -33.4% | -5.8% | -27.6% | -31.8% |
| 3M | -32.2% | +0.2% | -32.4% | -32.3% |
| 6M | -42.1% | +56.8% | -98.9% | -50.1% |
| YTD | +61.9% | +2.4% | +59.5% | +57.4% |
| 1Y | +163.0% | +11.4% | +151.5% | +150.0% |
| 3Y | +1,358.0% | +15.2% | +1,342.9% | +1,225.8% |
| All | +562.5% | -35.5% | +597.9% | +518.3% |
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