+2,114.4%
GNRC vs LII
+1,068.5%
+1,045.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +1.7% |
| 7D | +1.9% | -0.7% | +2.7% | +2.3% |
| 30D | -13.8% | -12.6% | -1.2% | -6.6% |
| 3M | -32.6% | -24.4% | -8.2% | -22.0% |
| 6M | -15.2% | -28.7% | +13.5% | +1.6% |
| YTD | +37.4% | -19.1% | +56.5% | +51.4% |
| 1Y | +5.1% | -29.7% | +34.8% | +25.7% |
| 3Y | +57.5% | +4.8% | +52.7% | +41.7% |
| 5Y | -58.7% | +24.6% | -83.3% | -66.9% |
| 10Y | +395.5% | +169.2% | +226.3% | +153.5% |
| All | +2,114.4% | +1,068.5% | +1,045.9% | +413.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling