-41.8%
LEN vs GME
-19.1%
-22.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.1% | -3.6% |
| 7D | -7.8% | +6.0% | -13.8% | -7.9% |
| 30D | -11.0% | +8.3% | -19.4% | -11.2% |
| 3M | -12.8% | -9.1% | -3.7% | -12.5% |
| 6M | -20.2% | -16.3% | -3.9% | -19.4% |
| YTD | -23.0% | +1.5% | -24.6% | -22.9% |
| 1Y | -41.8% | -16.3% | -25.5% | -42.3% |
| All | -41.8% | -19.1% | -22.7% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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