+61.1%
GNRC vs LII
-1.0%
+62.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.6% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | -9.5% | -11.2% | +1.7% | -3.6% |
| 3M | -28.5% | -28.8% | +0.3% | -16.1% |
| 6M | -10.0% | -26.9% | +17.0% | +3.8% |
| YTD | +36.7% | -22.2% | +58.9% | +51.4% |
| 1Y | +2.6% | -32.0% | +34.5% | +22.0% |
| All | +61.1% | -1.0% | +62.1% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling