+2,047.2%
GNRC vs LH
+439.8%
+1,607.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | 0.0% |
| 7D | -0.7% | -7.4% | +6.7% | +3.7% |
| 30D | -15.8% | -4.6% | -11.2% | -13.7% |
| 3M | -24.0% | +14.5% | -38.5% | -30.6% |
| 6M | -13.8% | +14.8% | -28.6% | -21.6% |
| YTD | +33.2% | +23.3% | +10.0% | +15.7% |
| 1Y | -1.8% | +13.6% | -15.4% | -10.6% |
| 3Y | +57.7% | +56.3% | +1.4% | +16.8% |
| 5Y | -59.7% | +25.2% | -85.0% | -66.1% |
| 10Y | +430.7% | +179.1% | +251.7% | +176.3% |
| All | +2,047.2% | +439.8% | +1,607.4% | +646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling