+1,384.9%
GME vs LII
+4,757.3%
-3,372.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.9% | +4.7% |
| 7D | +3.7% | -0.6% | +4.3% | +3.9% |
| 30D | +2.2% | -4.6% | +6.8% | +3.7% |
| 3M | +30.6% | -21.2% | +51.8% | +42.8% |
| 6M | -0.2% | -36.4% | +36.2% | +16.5% |
| YTD | +25.1% | -28.9% | +54.0% | +36.9% |
| 1Y | +17.7% | -29.5% | +47.2% | +29.0% |
| 3Y | +85.7% | -8.6% | +94.2% | +73.1% |
| 5Y | -52.9% | +20.2% | -73.1% | -61.6% |
| 10Y | +504.9% | +166.2% | +338.7% | +248.5% |
| All | +1,384.9% | +4,757.3% | -3,372.4% | +179.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling