+42.8%
LRCX vs GME
+15.0%
+27.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.6% | -7.6% | -4.2% |
| 7D | -12.8% | +7.8% | -20.5% | -13.1% |
| 30D | -36.0% | -0.4% | -35.6% | -35.8% |
| 3M | -30.2% | +30.9% | -61.1% | -31.5% |
| 6M | -14.2% | +5.5% | -19.7% | -13.3% |
| YTD | +29.7% | +25.2% | +4.5% | +25.5% |
| 1Y | +42.8% | +14.4% | +28.4% | +37.8% |
| All | +42.8% | +15.0% | +27.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling