+610.9%
LITE vs GME
-48.9%
+659.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.6% |
| 7D | +3.4% | +1.6% | +1.8% | +3.4% |
| 30D | -34.9% | -6.2% | -28.7% | -34.5% |
| 3M | -21.0% | +35.8% | -56.8% | -23.2% |
| 6M | -38.5% | +10.3% | -48.7% | -39.2% |
| YTD | +75.8% | +27.2% | +48.6% | +71.1% |
| 1Y | +156.7% | +19.1% | +137.6% | +151.4% |
| 3Y | +1,498.6% | +103.7% | +1,394.8% | +1,189.7% |
| 5Y | +610.9% | -50.0% | +660.9% | +506.2% |
| All | +610.9% | -48.9% | +659.8% | +506.2% |
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