+45.1%
LMT vs GME
+106.8%
-61.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +5.1% | +2.9% | +2.2% | +5.1% |
| 30D | +14.1% | -4.8% | +18.9% | +14.1% |
| 3M | +0.3% | +39.2% | -38.9% | +0.7% |
| 6M | +16.1% | +17.1% | -1.0% | +16.4% |
| YTD | +25.5% | +28.7% | -3.3% | +25.9% |
| 1Y | +34.1% | +23.3% | +10.8% | +34.5% |
| 3Y | +45.1% | +112.9% | -67.9% | +46.7% |
| All | +45.1% | +106.8% | -61.7% | +46.7% |
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