-53.8%
GME vs LTH
+152.0%
-205.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.9% |
| 7D | +4.8% | -4.0% | +8.9% | +6.4% |
| 30D | +5.9% | -1.7% | +7.5% | +6.3% |
| 3M | -10.7% | +28.0% | -38.7% | -19.2% |
| 6M | -19.8% | +54.1% | -73.9% | -33.2% |
| YTD | -0.9% | +57.1% | -58.0% | -18.5% |
| 1Y | -15.7% | +45.8% | -61.5% | -28.9% |
| 3Y | +12.3% | +157.6% | -145.2% | -32.8% |
| All | -53.8% | +152.0% | -205.7% | -75.1% |
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