-68.1%
RGTI vs LEN
-21.9%
-46.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -0.4% |
| 7D | -9.6% | +10.5% | -20.1% | -12.0% |
| 30D | -26.0% | +24.6% | -50.7% | -30.5% |
| 3M | -35.8% | +6.6% | -42.4% | -37.3% |
| 6M | -36.7% | +10.6% | -47.3% | -38.7% |
| YTD | -49.4% | -8.3% | -41.1% | -53.7% |
| 1Y | -68.1% | -22.5% | -45.6% | -72.4% |
| All | -68.1% | -21.9% | -46.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling