+2,371.5%
LHX vs GME
+1,127.7%
+1,243.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.3% | -7.4% | -2.3% |
| 7D | -3.7% | +4.8% | -8.6% | -3.9% |
| 30D | -13.2% | +5.9% | -19.0% | -13.4% |
| 3M | -18.4% | -10.7% | -7.6% | -18.0% |
| 6M | -32.0% | -19.8% | -12.2% | -31.4% |
| YTD | -13.6% | -0.9% | -12.7% | -13.8% |
| 1Y | -6.0% | -15.7% | +9.7% | -5.6% |
| 3Y | +57.9% | +12.3% | +45.6% | +47.0% |
| 5Y | +19.2% | -60.1% | +79.3% | +12.7% |
| 10Y | +232.3% | +265.3% | -33.1% | +61.1% |
| All | +2,371.5% | +1,127.7% | +1,243.8% | +765.4% |
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