+1,009.8%
LITE vs GNRC
-57.1%
+1,066.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.5% | +10.4% |
| 7D | +12.6% | +4.8% | +7.8% | +10.6% |
| 30D | +9.9% | -10.4% | +20.3% | +15.3% |
| 3M | +9.3% | -28.5% | +37.7% | +25.2% |
| 6M | +75.2% | -6.8% | +82.0% | +82.8% |
| YTD | +165.5% | +39.5% | +126.0% | +140.9% |
| 1Y | +555.0% | +3.4% | +551.6% | +554.6% |
| 3Y | +1,870.5% | +65.1% | +1,805.3% | +1,587.2% |
| 5Y | +1,009.8% | -57.1% | +1,066.9% | +1,033.0% |
| All | +1,009.8% | -57.1% | +1,066.9% | +1,033.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling