+1,797.9%
LMT vs GME
+1,082.6%
+715.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.4% |
| 7D | -6.3% | +7.2% | -13.5% | -6.4% |
| 30D | -8.5% | +0.8% | -9.3% | -8.5% |
| 3M | +1.8% | -14.0% | +15.8% | +2.1% |
| 6M | -19.9% | -19.7% | -0.2% | -19.6% |
| YTD | +10.6% | -4.6% | +15.2% | +10.5% |
| 1Y | +17.9% | -14.3% | +32.3% | +18.2% |
| 3Y | +27.0% | +4.0% | +22.9% | +22.2% |
| 5Y | +68.7% | -62.2% | +130.9% | +63.7% |
| 10Y | +181.1% | +241.4% | -60.3% | +86.8% |
| All | +1,797.9% | +1,082.6% | +715.3% | +1,033.6% |
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