-56.1%
GME vs LTH
+156.3%
-212.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.7% |
| 7D | +0.4% | +1.5% | -1.1% | -0.2% |
| 30D | -1.4% | -3.1% | +1.6% | -0.4% |
| 3M | -15.1% | +28.1% | -43.3% | -23.2% |
| 6M | -22.5% | +67.4% | -89.9% | -37.6% |
| YTD | -5.9% | +59.8% | -65.7% | -23.1% |
| 1Y | -18.6% | +45.6% | -64.2% | -31.3% |
| 3Y | +6.7% | +162.0% | -155.3% | -36.6% |
| All | -56.1% | +156.3% | -212.4% | -76.5% |
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 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