-50.5%
GME vs LTH
+142.3%
-192.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +5.8% | +7.0% | -1.2% | +3.1% |
| 30D | -3.7% | +15.4% | -19.1% | -9.0% |
| 3M | +33.6% | +7.0% | +26.5% | +29.2% |
| 6M | +5.4% | +46.9% | -41.5% | -10.5% |
| YTD | +27.4% | +76.4% | -49.0% | -0.5% |
| 1Y | +19.0% | +83.7% | -64.7% | -8.9% |
| 3Y | +101.5% | +248.9% | -147.4% | +4.8% |
| 5Y | -50.5% | +141.8% | -192.3% | -75.7% |
| All | -50.5% | +142.3% | -192.8% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling