+550.0%
LNG vs GNRC
+448.8%
+101.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +3.8% | -15.7% | +19.5% | +6.4% |
| 3M | +16.2% | -27.3% | +43.5% | +21.0% |
| 6M | +11.7% | -12.1% | +23.7% | +11.7% |
| YTD | +44.2% | +37.1% | +7.1% | +32.2% |
| 1Y | +18.6% | -0.5% | +19.0% | +14.4% |
| 3Y | +77.4% | +61.5% | +15.9% | +51.2% |
| 5Y | +232.3% | -58.6% | +290.8% | +266.7% |
| All | +550.0% | +448.8% | +101.1% | +166.6% |
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