+1,402.3%
LITE vs GME
+497.1%
+905.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.7% | +5.4% |
| 7D | -35.9% | +3.7% | -39.6% | -36.0% |
| 30D | -51.5% | +2.2% | -53.7% | -51.6% |
| 3M | -35.7% | +30.6% | -66.4% | -36.8% |
| 6M | -43.0% | -0.2% | -42.8% | -43.1% |
| YTD | +46.1% | +25.1% | +21.0% | +43.5% |
| 1Y | +124.7% | +17.7% | +107.1% | +121.6% |
| 3Y | +1,172.1% | +85.7% | +1,086.4% | +1,040.2% |
| 5Y | +477.0% | -52.9% | +529.9% | +439.3% |
| All | +1,402.3% | +497.1% | +905.2% | +670.1% |
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