-14.3%
GME vs LH
+20.0%
-34.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | +7.2% | -2.5% | +9.7% | +7.6% |
| 30D | +0.8% | +4.3% | -3.6% | +0.1% |
| 3M | -14.0% | +25.5% | -39.5% | -16.3% |
| 6M | -19.7% | +17.0% | -36.7% | -21.5% |
| YTD | -4.6% | +31.3% | -35.8% | -7.7% |
| 1Y | -14.3% | +20.0% | -34.3% | -14.2% |
| All | -14.3% | +20.0% | -34.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 1y: compounded portfolio wealth divided by compounded LH 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…
1y analysis · Full analysis span regression · 6 months rolling