+144.2%
LNT vs GNRC
+448.8%
-304.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.3% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -4.2% | -15.7% | +11.5% | -2.8% |
| 3M | -6.7% | -27.3% | +20.7% | -4.2% |
| 6M | -3.6% | -12.1% | +8.5% | -3.4% |
| YTD | +5.9% | +37.1% | -31.2% | +0.9% |
| 1Y | +7.3% | -0.5% | +7.7% | +5.3% |
| 3Y | +46.5% | +61.5% | -15.0% | +33.9% |
| 5Y | +32.5% | -58.6% | +91.0% | +37.2% |
| All | +144.2% | +448.8% | -304.7% | +80.1% |
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