+82.0%
LSCC vs RGEN
-42.4%
+124.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | +1.3% | -4.9% | +6.2% | +3.3% |
| 30D | -9.7% | +5.7% | -15.4% | -11.9% |
| 3M | -23.7% | +32.4% | -56.1% | -33.4% |
| 6M | +26.5% | +33.2% | -6.7% | +9.0% |
| YTD | +57.5% | +2.3% | +55.2% | +51.5% |
| 1Y | +75.7% | +39.0% | +36.7% | +46.8% |
| 3Y | +19.5% | -4.6% | +24.1% | +11.3% |
| All | +82.0% | -42.4% | +124.5% | +84.4% |
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