+2,898.2%
LITE vs GME
+170.3%
+2,727.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -18.4% |
| 7D | -44.6% | +0.7% | -45.3% | -44.6% |
| 30D | -55.0% | -2.4% | -52.6% | -55.0% |
| 3M | -38.3% | +27.1% | -65.5% | -39.3% |
| 6M | -48.8% | -0.2% | -48.5% | -48.9% |
| YTD | +38.3% | +20.4% | +17.9% | +36.1% |
| 1Y | +119.0% | +9.8% | +109.2% | +116.8% |
| 3Y | +1,092.0% | +74.3% | +1,017.7% | +971.4% |
| 5Y | +446.1% | -54.7% | +500.7% | +411.3% |
| 10Y | +1,381.7% | +482.0% | +899.6% | +672.6% |
| All | +2,898.2% | +170.3% | +2,727.9% | +1,435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling