-61.5%
GME vs LII
+25.3%
-86.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.8% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | +0.8% | -12.6% | +13.4% | +5.8% |
| 3M | -14.0% | -24.4% | +10.5% | -6.4% |
| 6M | -19.7% | -28.7% | +9.0% | -11.2% |
| YTD | -4.6% | -19.1% | +14.6% | -1.4% |
| 1Y | -14.3% | -29.7% | +15.4% | -6.0% |
| 3Y | +4.0% | +4.8% | -0.8% | -18.6% |
| All | -61.5% | +25.3% | -86.8% | -79.4% |
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