+101.5%
GME vs LTH
+240.3%
-138.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | +5.8% | +7.0% | -1.2% | +4.3% |
| 30D | -3.7% | +15.4% | -19.1% | -6.7% |
| 3M | +33.6% | +7.0% | +26.5% | +31.3% |
| 6M | +5.4% | +46.9% | -41.5% | -4.1% |
| YTD | +27.4% | +76.4% | -49.0% | +10.4% |
| 1Y | +19.0% | +83.7% | -64.7% | +1.9% |
| 3Y | +101.5% | +248.9% | -147.4% | +14.9% |
| All | +101.5% | +240.3% | -138.8% | +14.9% |
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