+239.5%
GME vs LII
+167.7%
+71.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +0.4% | +2.1% | -1.7% | -0.5% |
| 30D | -1.4% | -12.4% | +11.0% | +4.3% |
| 3M | -15.1% | -24.8% | +9.7% | -6.2% |
| 6M | -22.5% | -25.2% | +2.7% | -15.1% |
| YTD | -5.9% | -20.3% | +14.3% | -1.3% |
| 1Y | -18.6% | -32.9% | +14.3% | -7.5% |
| 3Y | +6.7% | +2.0% | +4.6% | -10.8% |
| 5Y | -62.0% | +24.4% | -86.4% | -73.2% |
| 10Y | +239.5% | +167.2% | +72.2% | +57.7% |
| All | +239.5% | +167.7% | +71.7% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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