-60.1%
GME vs LH
+28.2%
-88.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.5% | +6.0% |
| 7D | +4.8% | -3.2% | +8.0% | +6.9% |
| 30D | +5.9% | +0.1% | +5.7% | +5.6% |
| 3M | -10.7% | +18.6% | -29.4% | -20.1% |
| 6M | -19.8% | +17.9% | -37.7% | -28.3% |
| YTD | -0.9% | +28.9% | -29.9% | -17.1% |
| 1Y | -15.7% | +16.6% | -32.3% | -24.9% |
| 3Y | +12.3% | +63.6% | -51.2% | -26.0% |
| 5Y | -60.1% | +30.0% | -90.1% | -70.8% |
| All | -60.1% | +28.2% | -88.3% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling