-59.0%
GNRC vs LII
+21.2%
-80.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -0.2% |
| 7D | +3.2% | +0.5% | +2.7% | +2.8% |
| 30D | -9.5% | -11.2% | +1.7% | -1.7% |
| 3M | -28.5% | -28.8% | +0.3% | -11.9% |
| 6M | -10.0% | -26.9% | +17.0% | +8.3% |
| YTD | +36.7% | -22.2% | +58.9% | +55.4% |
| 1Y | +2.6% | -32.0% | +34.5% | +28.4% |
| 3Y | +61.9% | -0.4% | +62.4% | +30.4% |
| 5Y | -59.0% | +22.4% | -81.5% | -78.1% |
| All | -59.0% | +21.2% | -80.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling