+1,379.1%
LSCC vs GME
+520.4%
+858.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.9% | +6.6% | +8.4% |
| 7D | +19.3% | +5.8% | +13.5% | +19.0% |
| 30D | -9.6% | -3.7% | -6.0% | -9.5% |
| 3M | -12.4% | +33.6% | -46.0% | -13.7% |
| 6M | -10.5% | +5.4% | -15.9% | -10.8% |
| YTD | +54.8% | +27.4% | +27.3% | +52.6% |
| 1Y | +79.4% | +19.0% | +60.4% | +77.4% |
| 3Y | +109.6% | +101.5% | +8.1% | +91.7% |
| 5Y | +40.4% | -50.5% | +90.8% | +32.5% |
| 10Y | +1,379.1% | +493.3% | +885.7% | +795.7% |
| All | +1,379.1% | +520.4% | +858.7% | +795.7% |
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