+222.0%
LHX vs GME
+285.6%
-63.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.9% | -1.2% |
| 7D | -4.3% | +10.4% | -14.6% | -4.3% |
| 30D | -15.1% | +14.1% | -29.2% | -15.2% |
| 3M | -21.0% | -4.6% | -16.3% | -21.0% |
| 6M | -32.0% | -13.5% | -18.5% | -31.9% |
| YTD | -15.3% | +5.3% | -20.7% | -15.4% |
| 1Y | -11.1% | -14.9% | +3.8% | -11.0% |
| 3Y | +54.0% | +24.3% | +29.7% | +52.2% |
| 5Y | +17.1% | -55.6% | +72.7% | +16.0% |
| All | +222.0% | +285.6% | -63.6% | +163.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling