+16.9%
GME vs LH
+63.5%
-46.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +5.8% |
| 7D | +4.8% | -3.2% | +8.0% | +6.3% |
| 30D | +5.9% | +0.1% | +5.7% | +5.6% |
| 3M | -10.7% | +18.6% | -29.4% | -17.4% |
| 6M | -19.8% | +17.9% | -37.7% | -25.8% |
| YTD | -0.9% | +28.9% | -29.9% | -12.9% |
| 1Y | -15.7% | +16.6% | -32.3% | -22.0% |
| All | +16.9% | +63.5% | -46.7% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling