+6.7%
GME vs LTH
+159.1%
-152.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.0% |
| 7D | +0.4% | +1.5% | -1.1% | 0.0% |
| 30D | -1.4% | -3.1% | +1.6% | -0.8% |
| 3M | -15.1% | +28.1% | -43.3% | -20.4% |
| 6M | -22.5% | +67.4% | -89.9% | -32.5% |
| YTD | -5.9% | +59.8% | -65.7% | -17.2% |
| 1Y | -18.6% | +45.6% | -64.2% | -26.9% |
| 3Y | +6.7% | +162.0% | -155.3% | -28.5% |
| All | +6.7% | +159.1% | -152.5% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling