+1,587.5%
LITE vs GME
+483.4%
+1,104.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -13.9% | +4.8% | -18.7% | -14.1% |
| 30D | -46.9% | -4.3% | -42.7% | -46.8% |
| 3M | -28.0% | +35.3% | -63.4% | -29.4% |
| 6M | -35.2% | +4.7% | -39.9% | -35.6% |
| YTD | +58.9% | +26.6% | +32.2% | +56.0% |
| 1Y | +125.3% | +18.3% | +107.0% | +122.2% |
| 3Y | +1,344.4% | +102.8% | +1,241.6% | +1,187.6% |
| 5Y | +541.2% | -48.9% | +590.1% | +496.9% |
| 10Y | +1,587.5% | +480.5% | +1,107.1% | +777.1% |
| All | +1,587.5% | +483.4% | +1,104.1% | +777.1% |
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