-43.0%
LITE vs GME
+3.4%
-46.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.9% | +1.7% | +6.8% |
| 7D | -35.9% | +3.7% | -39.6% | -35.1% |
| 30D | -51.5% | +2.2% | -53.7% | -50.7% |
| 3M | -35.7% | +30.6% | -66.4% | -26.4% |
| 6M | -43.0% | -0.2% | -42.8% | -46.1% |
| All | -43.0% | +3.4% | -46.3% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling