+46,304.3%
LNG vs GME
+1,127.7%
+45,176.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | -0.4% |
| 7D | -6.7% | +4.8% | -11.6% | -7.0% |
| 30D | +3.9% | +5.9% | -2.0% | +3.5% |
| 3M | +15.5% | -10.7% | +26.2% | +16.2% |
| 6M | +10.5% | -19.8% | +30.3% | +11.8% |
| YTD | +43.0% | -0.9% | +43.9% | +42.5% |
| 1Y | +18.9% | -15.7% | +34.6% | +19.6% |
| 3Y | +74.7% | +12.3% | +62.3% | +57.4% |
| 5Y | +231.2% | -60.1% | +291.3% | +206.5% |
| 10Y | +544.5% | +265.3% | +279.2% | +136.8% |
| All | +46,304.3% | +1,127.7% | +45,176.7% | +15,678.6% |
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