+222.1%
LNG vs GME
-56.3%
+278.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -4.7% | +10.4% | -15.1% | -5.0% |
| 30D | +3.8% | +14.1% | -10.3% | +3.4% |
| 3M | +16.2% | -4.6% | +20.8% | +16.3% |
| 6M | +11.7% | -13.5% | +25.2% | +12.1% |
| YTD | +44.2% | +5.3% | +38.9% | +43.7% |
| 1Y | +18.6% | -14.9% | +33.5% | +18.9% |
| 3Y | +77.4% | +24.3% | +53.1% | +66.3% |
| All | +222.1% | -56.3% | +278.4% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling