+68.0%
LSCC vs GME
+14.4%
+53.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.2% | +6.7% |
| 7D | +13.0% | +3.7% | +9.3% | +12.7% |
| 30D | -19.8% | +2.2% | -22.0% | -19.9% |
| 3M | -18.4% | +30.6% | -49.0% | -21.0% |
| 6M | -16.1% | -0.2% | -15.9% | -16.4% |
| YTD | +42.7% | +25.1% | +17.6% | +34.6% |
| 1Y | +68.0% | +17.7% | +50.3% | +56.5% |
| All | +68.0% | +14.4% | +53.6% | +56.5% |
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