-40.5%
GME vs LTH
+174.8%
-215.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.8% |
| 7D | +6.0% | -4.6% | +10.6% | +7.8% |
| 30D | -5.9% | +14.8% | -20.7% | -10.9% |
| 3M | +38.2% | +3.9% | +34.3% | +35.2% |
| 6M | +14.5% | +35.5% | -21.0% | +0.7% |
| YTD | +27.6% | +71.3% | -43.7% | +1.1% |
| 1Y | +19.9% | +75.7% | -55.8% | -6.2% |
| 3Y | +104.3% | +231.9% | -127.6% | +10.1% |
| 5Y | -49.3% | +130.5% | -179.8% | -74.0% |
| All | -40.5% | +174.8% | -215.3% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling