-15.7%
GME vs LTH
+43.6%
-59.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +5.6% |
| 7D | +4.8% | -4.0% | +8.9% | +5.7% |
| 30D | +5.9% | -1.7% | +7.5% | +6.0% |
| 3M | -10.7% | +28.0% | -38.7% | -15.3% |
| 6M | -19.8% | +54.1% | -73.9% | -27.7% |
| YTD | -0.9% | +57.1% | -58.0% | -10.4% |
| 1Y | -15.7% | +45.8% | -61.5% | -19.0% |
| All | -15.7% | +43.6% | -59.3% | -19.0% |
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