+901.5%
LITE vs GME
-62.8%
+964.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.0% |
| 7D | -1.5% | +7.2% | -8.8% | -2.1% |
| 30D | +6.7% | +0.8% | +5.9% | +6.6% |
| 3M | -6.8% | -14.0% | +7.2% | -5.7% |
| 6M | +29.4% | -19.7% | +49.2% | +31.4% |
| YTD | +139.1% | -4.6% | +143.7% | +138.7% |
| 1Y | +521.0% | -14.3% | +535.3% | +526.6% |
| 3Y | +1,535.3% | +4.0% | +1,531.3% | +1,318.8% |
| All | +901.5% | -62.8% | +964.4% | +778.5% |
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