+144.2%
LNT vs GME
+285.6%
-141.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | -1.0% | +10.4% | -11.4% | -1.1% |
| 30D | -4.2% | +14.1% | -18.3% | -4.3% |
| 3M | -6.7% | -4.6% | -2.0% | -6.7% |
| 6M | -3.6% | -13.5% | +10.0% | -3.5% |
| YTD | +5.9% | +5.3% | +0.6% | +5.8% |
| 1Y | +7.3% | -14.9% | +22.1% | +7.3% |
| 3Y | +46.5% | +24.3% | +22.2% | +45.4% |
| 5Y | +32.5% | -55.6% | +88.0% | +31.7% |
| All | +144.2% | +285.6% | -141.4% | +118.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling