+665.3%
LNT vs GNRC
+2,020.8%
-1,355.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -1.1% | -0.7% | -0.4% | -1.0% |
| 30D | -1.9% | -15.8% | +13.9% | -0.3% |
| 3M | -7.2% | -24.0% | +16.8% | -5.0% |
| 6M | -3.9% | -13.8% | +9.9% | -3.4% |
| YTD | +5.9% | +33.2% | -27.4% | +1.1% |
| 1Y | +8.4% | -1.8% | +10.2% | +6.5% |
| 3Y | +46.6% | +57.7% | -11.1% | +34.4% |
| 5Y | +32.4% | -59.7% | +92.2% | +36.3% |
| 10Y | +147.9% | +430.7% | -282.8% | +78.0% |
| All | +665.3% | +2,020.8% | -1,355.6% | +308.0% |
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 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