+365.2%
LEN vs GME
+1,082.6%
-717.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -3.2% | +7.2% | -10.4% | -3.8% |
| 30D | -4.9% | +0.8% | -5.7% | -5.0% |
| 3M | -8.5% | -14.0% | +5.5% | -7.3% |
| 6M | -20.7% | -19.7% | -0.9% | -19.2% |
| YTD | -17.4% | -4.6% | -12.8% | -17.5% |
| 1Y | -38.2% | -14.3% | -23.9% | -37.8% |
| 3Y | -24.9% | +4.0% | -28.9% | -35.1% |
| 5Y | -11.4% | -62.2% | +50.8% | -20.3% |
| 10Y | +110.0% | +241.4% | -131.3% | -44.4% |
| All | +365.2% | +1,082.6% | -717.4% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling