+2,154.8%
GNRC vs LII
+957.3%
+1,197.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.8% |
| 7D | +7.9% | +2.9% | +5.0% | +6.2% |
| 30D | -3.7% | +0.9% | -4.6% | -5.5% |
| 3M | -11.9% | -15.5% | +3.6% | -4.1% |
| 6M | -28.6% | -30.2% | +1.6% | -14.6% |
| YTD | +39.9% | -26.8% | +66.7% | +61.3% |
| 1Y | +23.4% | -25.3% | +48.6% | +40.4% |
| 3Y | +84.2% | -7.8% | +92.0% | +76.5% |
| 5Y | -57.3% | +17.0% | -74.3% | -64.8% |
| 10Y | +376.8% | +169.9% | +206.9% | +141.9% |
| All | +2,154.8% | +957.3% | +1,197.5% | +447.4% |
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