+435.3%
GNRC vs LII
+165.8%
+269.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.8% | +4.7% | +4.1% |
| 7D | -0.2% | -6.3% | +6.1% | +4.0% |
| 30D | -15.7% | -13.0% | -2.7% | -7.9% |
| 3M | -27.3% | -29.0% | +1.7% | -11.8% |
| 6M | -12.1% | -27.7% | +15.6% | +5.3% |
| YTD | +37.1% | -24.2% | +61.3% | +58.0% |
| 1Y | -0.5% | -34.8% | +34.3% | +26.3% |
| 3Y | +61.5% | -4.2% | +65.7% | +48.8% |
| 5Y | -58.6% | +20.9% | -79.5% | -68.7% |
| All | +435.3% | +165.8% | +269.5% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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