-12.1%
LEN vs GME
-49.3%
+37.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | -5.8% | +2.9% | -8.7% | -5.9% |
| 30D | +13.7% | -4.8% | +18.5% | +14.0% |
| 3M | -3.9% | +39.2% | -43.1% | -5.9% |
| 6M | -0.4% | +17.1% | -17.4% | -1.5% |
| YTD | -16.8% | +28.7% | -45.6% | -18.4% |
| 1Y | -29.5% | +23.3% | -52.8% | -30.7% |
| 3Y | -25.6% | +112.9% | -138.5% | -38.1% |
| All | -12.1% | -49.3% | +37.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling