+97.5%
REGN vs LII
+165.8%
-68.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -5.6% | -6.3% | +0.7% | -4.4% |
| 30D | -2.0% | -13.0% | +11.1% | +0.7% |
| 3M | +28.0% | -29.0% | +57.0% | +35.5% |
| 6M | +1.2% | -27.7% | +28.8% | +6.2% |
| YTD | +1.6% | -24.2% | +25.9% | +5.4% |
| 1Y | +38.2% | -34.8% | +73.0% | +47.7% |
| 3Y | -5.4% | -4.2% | -1.1% | -8.9% |
| 5Y | +21.3% | +20.9% | +0.4% | +8.1% |
| All | +97.5% | +165.8% | -68.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling