+35.0%
LMT vs GME
+18.5%
+16.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.1% |
| 7D | -0.2% | +10.4% | -10.6% | -0.1% |
| 30D | -13.1% | +14.1% | -27.1% | -13.0% |
| 3M | -3.9% | -4.6% | +0.8% | -3.9% |
| 6M | -18.3% | -13.5% | -4.7% | -18.3% |
| YTD | +10.3% | +5.3% | +5.0% | +10.4% |
| 1Y | +14.2% | -14.9% | +29.1% | +14.2% |
| 3Y | +35.0% | +24.3% | +10.7% | +40.1% |
| All | +35.0% | +18.5% | +16.5% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling