+274.3%
LTH vs RGEN
+15.5%
+258.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.0% |
| 7D | +4.5% | -1.9% | +6.4% | +4.9% |
| 30D | +16.3% | +3.7% | +12.6% | +15.0% |
| 3M | +8.4% | +8.8% | -0.4% | +4.9% |
| 6M | +40.3% | +38.0% | +2.3% | +26.2% |
| YTD | +77.3% | +5.9% | +71.4% | +70.3% |
| 1Y | +88.0% | +19.7% | +68.3% | +74.8% |
| 3Y | +274.3% | +20.5% | +253.7% | +210.2% |
| All | +274.3% | +15.5% | +258.8% | +210.2% |
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