Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LITE vs GME✓SelectedUSD · GMELITE vs GME performance historyLatest closeAs of+4.00%09/04
Stock and ETF performance explorer

LITE vs GME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,083.9%
GME return
+114.3%
Excess return
+4,969.6%
Maximum drawdown
-66.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioGMEExcessAlpha
1D+4.0%-0.4%+4.4%+4.0%
7D-1.5%+7.2%-8.8%-2.0%
30D+6.7%+0.8%+5.9%+6.6%
3M-6.8%-14.0%+7.2%-6.0%
6M+29.4%-19.7%+49.2%+30.8%
YTD+139.1%-4.6%+143.7%+138.9%
1Y+521.0%-14.3%+535.3%+525.0%
3Y+1,535.3%+4.0%+1,531.3%+1,415.9%
5Y+889.8%-62.2%+952.0%+837.8%
10Y+2,400.7%+241.4%+2,159.4%+1,267.6%
All+5,083.9%+114.3%+4,969.6%+2,594.0%

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