+61.5%
GNRC vs LH
+58.7%
+2.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | -0.2% | -4.7% | +4.5% | +1.9% |
| 30D | -15.7% | -3.5% | -12.2% | -14.5% |
| 3M | -27.3% | +17.7% | -45.0% | -33.1% |
| 6M | -12.1% | +15.8% | -27.8% | -18.6% |
| YTD | +37.1% | +25.1% | +12.0% | +21.2% |
| 1Y | -0.5% | +12.5% | -13.0% | -6.8% |
| 3Y | +61.5% | +59.8% | +1.8% | +21.7% |
| All | +61.5% | +58.7% | +2.9% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling