+3,549.0%
LRCX vs GME
+285.6%
+3,263.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.1% |
| 7D | -3.1% | +10.4% | -13.5% | -3.5% |
| 30D | -8.6% | +14.1% | -22.6% | -9.0% |
| 3M | -17.7% | -4.6% | -13.0% | -17.6% |
| 6M | +36.4% | -13.5% | +49.9% | +36.9% |
| YTD | +74.5% | +5.3% | +69.2% | +73.9% |
| 1Y | +159.4% | -14.9% | +174.3% | +160.5% |
| 3Y | +361.6% | +24.3% | +337.3% | +336.9% |
| 5Y | +425.2% | -55.6% | +480.8% | +403.7% |
| All | +3,549.0% | +285.6% | +3,263.4% | +1,983.6% |
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 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