-14.3%
GME vs LTH
+54.1%
-68.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +7.2% | -0.6% | +7.9% | +7.3% |
| 30D | +0.8% | -4.6% | +5.4% | +1.6% |
| 3M | -14.0% | +32.8% | -46.8% | -18.9% |
| 6M | -19.7% | +64.6% | -84.4% | -28.6% |
| YTD | -4.6% | +62.6% | -67.2% | -14.2% |
| 1Y | -14.3% | +49.9% | -64.3% | -18.7% |
| All | -14.3% | +54.1% | -68.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling