+1,493.1%
LITE vs GNRC
+372.1%
+1,121.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -4.0% |
| 7D | +10.8% | +7.9% | +2.9% | +7.5% |
| 30D | -33.4% | -3.7% | -29.8% | -31.6% |
| 3M | -32.2% | -11.9% | -20.3% | -28.0% |
| 6M | -42.1% | -28.6% | -13.5% | -32.7% |
| YTD | +61.9% | +39.9% | +22.0% | +43.8% |
| 1Y | +163.0% | +23.4% | +139.6% | +145.1% |
| 3Y | +1,358.0% | +84.2% | +1,273.8% | +1,052.1% |
| 5Y | +549.9% | -57.3% | +607.2% | +731.0% |
| All | +1,493.1% | +372.1% | +1,121.0% | +432.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling