+361.3%
LRCX vs GME
+14.2%
+347.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.2% | -5.7% |
| 7D | +1.8% | +6.0% | -4.2% | +1.6% |
| 30D | -4.3% | +8.3% | -12.6% | -4.6% |
| 3M | -7.3% | -9.1% | +1.7% | -7.0% |
| 6M | +38.6% | -16.3% | +54.9% | +39.4% |
| YTD | +74.4% | +1.5% | +72.9% | +74.0% |
| 1Y | +179.1% | -16.3% | +195.4% | +180.5% |
| All | +361.3% | +14.2% | +347.0% | +345.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling