+56.8%
RGTI vs LEN
-11.2%
+67.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.3% |
| 7D | +0.5% | -4.8% | +5.2% | +2.6% |
| 30D | -17.1% | -6.6% | -10.5% | -14.6% |
| 3M | -26.0% | -15.7% | -10.3% | -20.6% |
| 6M | -9.9% | -16.6% | +6.8% | -2.5% |
| YTD | -31.1% | -21.3% | -9.7% | -25.0% |
| 1Y | -8.5% | -42.0% | +33.5% | +14.3% |
| 3Y | +652.2% | -27.9% | +680.1% | +725.0% |
| All | +56.8% | -11.2% | +67.9% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling