+424.9%
LRCX vs GME
-58.9%
+483.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.5% | -8.2% | -5.9% |
| 7D | +1.8% | +6.0% | -4.2% | +1.2% |
| 30D | -4.3% | +8.3% | -12.6% | -5.1% |
| 3M | -7.3% | -9.1% | +1.7% | -6.7% |
| 6M | +38.6% | -16.3% | +54.9% | +40.4% |
| YTD | +74.4% | +1.5% | +72.9% | +73.3% |
| 1Y | +179.1% | -16.3% | +195.4% | +182.3% |
| 3Y | +357.7% | +15.1% | +342.5% | +283.5% |
| 5Y | +424.9% | -57.2% | +482.0% | +351.6% |
| All | +424.9% | -58.9% | +483.8% | +351.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling