+435.3%
GNRC vs LH
+183.3%
+252.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.1% |
| 7D | -0.2% | -4.7% | +4.5% | +2.6% |
| 30D | -15.7% | -3.5% | -12.2% | -14.1% |
| 3M | -27.3% | +17.7% | -45.0% | -34.8% |
| 6M | -12.1% | +15.8% | -27.8% | -20.6% |
| YTD | +37.1% | +25.1% | +12.0% | +17.6% |
| 1Y | -0.5% | +12.5% | -13.0% | -9.0% |
| 3Y | +61.5% | +59.8% | +1.8% | +16.8% |
| 5Y | -58.6% | +27.1% | -85.6% | -65.8% |
| All | +435.3% | +183.3% | +252.1% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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