-54.0%
GME vs LII
+19.9%
-73.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.6% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +2.2% | -4.6% | +6.8% | +3.4% |
| 3M | +30.6% | -21.2% | +51.8% | +41.4% |
| 6M | -0.2% | -36.4% | +36.2% | +15.0% |
| YTD | +25.1% | -28.9% | +54.0% | +34.5% |
| 1Y | +17.7% | -29.5% | +47.2% | +26.8% |
| 3Y | +85.7% | -8.6% | +94.2% | +52.4% |
| All | -54.0% | +19.9% | -73.9% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling