+490.8%
LITE vs GME
-52.7%
+543.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.7% | +5.3% |
| 7D | -35.9% | +3.7% | -39.6% | -36.1% |
| 30D | -51.5% | +2.2% | -53.7% | -51.6% |
| 3M | -35.7% | +30.6% | -66.4% | -37.3% |
| 6M | -43.0% | -0.2% | -42.8% | -43.2% |
| YTD | +46.1% | +25.1% | +21.0% | +42.4% |
| 1Y | +124.7% | +17.7% | +107.1% | +120.2% |
| 3Y | +1,172.1% | +85.7% | +1,086.4% | +939.1% |
| All | +490.8% | -52.7% | +543.5% | +408.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling