+5,083.9%
LITE vs GNRC
+420.9%
+4,663.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.6% | +3.0% |
| 7D | -1.5% | +1.9% | -3.5% | -2.2% |
| 30D | +6.7% | -13.8% | +20.5% | +13.6% |
| 3M | -6.8% | -32.6% | +25.9% | +9.7% |
| 6M | +29.4% | -15.2% | +44.6% | +40.0% |
| YTD | +139.1% | +37.4% | +101.7% | +114.6% |
| 1Y | +521.0% | +5.1% | +515.8% | +512.2% |
| 3Y | +1,535.3% | +57.5% | +1,477.8% | +1,272.8% |
| 5Y | +889.8% | -58.7% | +948.6% | +1,120.1% |
| 10Y | +2,400.7% | +395.5% | +2,005.2% | +1,047.0% |
| All | +5,083.9% | +420.9% | +4,663.0% | +2,330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling