+5,083.9%
LITE vs RGEN
+336.5%
+4,747.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 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% | -15.1% |
| 6M | +29.4% | +33.2% | -3.7% | +16.3% |
| YTD | +139.1% | +2.3% | +136.8% | +131.8% |
| 1Y | +521.0% | +39.0% | +482.0% | +448.2% |
| 3Y | +1,535.3% | -4.6% | +1,539.9% | +1,447.3% |
| 5Y | +889.8% | -42.7% | +932.5% | +916.6% |
| 10Y | +2,400.7% | +433.6% | +1,967.1% | +1,222.2% |
| All | +5,083.9% | +336.5% | +4,747.4% | +2,695.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling