-39.9%
GME vs LTH
+180.7%
-220.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.1% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | -4.8% | +15.7% | -20.5% | -10.1% |
| 3M | +39.2% | +5.0% | +34.2% | +35.7% |
| 6M | +17.1% | +37.7% | -20.6% | +2.3% |
| YTD | +28.7% | +75.0% | -46.3% | +1.2% |
| 1Y | +23.3% | +82.6% | -59.3% | -4.9% |
| 3Y | +112.9% | +241.3% | -128.4% | +13.5% |
| 5Y | -48.8% | +135.4% | -184.3% | -74.0% |
| All | -39.9% | +180.7% | -220.7% | -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