+77.1%
LNG vs GME
+14.2%
+62.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.7% |
| 7D | -4.5% | +6.0% | -10.5% | -4.5% |
| 30D | +4.7% | +8.3% | -3.7% | +4.6% |
| 3M | +15.1% | -9.1% | +24.2% | +15.2% |
| 6M | +13.6% | -16.3% | +29.9% | +13.7% |
| YTD | +44.0% | +1.5% | +42.4% | +43.8% |
| 1Y | +18.4% | -16.3% | +34.7% | +18.5% |
| All | +77.1% | +14.2% | +62.9% | +87.6% |
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 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