+2,053.6%
LMT vs GME
+1,495.6%
+558.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +5.1% | +2.9% | +2.2% | +5.0% |
| 30D | +14.1% | -4.8% | +18.9% | +14.2% |
| 3M | +0.3% | +39.2% | -38.9% | -0.6% |
| 6M | +16.1% | +17.1% | -1.0% | +15.5% |
| YTD | +25.5% | +28.7% | -3.3% | +24.5% |
| 1Y | +34.1% | +23.3% | +10.8% | +33.2% |
| 3Y | +45.1% | +112.9% | -67.9% | +36.9% |
| 5Y | +100.9% | -48.8% | +149.8% | +93.7% |
| 10Y | +199.4% | +478.2% | -278.7% | +92.7% |
| All | +2,053.6% | +1,495.6% | +558.1% | +1,176.5% |
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