-56.5%
GNRC vs LTH
+150.3%
-206.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -1.9% | -2.3% |
| 7D | -0.7% | -3.7% | +3.0% | +0.7% |
| 30D | -15.8% | -5.3% | -10.5% | -14.2% |
| 3M | -24.0% | +24.2% | -48.2% | -30.3% |
| 6M | -13.8% | +54.8% | -68.6% | -28.2% |
| YTD | +33.2% | +56.1% | -22.8% | +10.2% |
| 1Y | -1.8% | +45.5% | -47.3% | -16.8% |
| 3Y | +57.7% | +155.9% | -98.2% | +0.8% |
| All | -56.5% | +150.3% | -206.8% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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