+163.0%
LITE vs GME
+21.5%
+141.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.5% |
| 7D | +10.8% | +2.9% | +7.9% | +10.7% |
| 30D | -33.4% | -4.8% | -28.6% | -33.4% |
| 3M | -32.2% | +39.2% | -71.4% | -32.1% |
| 6M | -42.1% | +17.1% | -59.2% | -41.4% |
| YTD | +61.9% | +28.7% | +33.1% | +48.0% |
| 1Y | +163.0% | +23.3% | +139.7% | +139.7% |
| All | +163.0% | +21.5% | +141.5% | +139.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling