+65.9%
LSCC vs GME
+17.4%
+48.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +5.0% | +4.8% | +0.3% | +4.6% |
| 30D | -11.7% | -4.3% | -7.5% | -11.4% |
| 3M | -13.3% | +35.3% | -48.6% | -16.4% |
| 6M | -12.5% | +4.7% | -17.3% | -13.2% |
| YTD | +51.2% | +26.6% | +24.6% | +42.3% |
| 1Y | +65.9% | +18.3% | +47.6% | +55.3% |
| All | +65.9% | +17.4% | +48.5% | +55.3% |
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