+21.2%
LSCC vs GME
+3.8%
+17.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | +1.3% | +7.2% | -5.9% | +0.9% |
| 30D | -9.7% | +0.8% | -10.5% | -9.7% |
| 3M | -23.7% | -14.0% | -9.7% | -23.2% |
| 6M | +26.5% | -19.7% | +46.2% | +27.7% |
| YTD | +57.5% | -4.6% | +62.1% | +57.5% |
| 1Y | +75.7% | -14.3% | +90.0% | +76.6% |
| All | +21.2% | +3.8% | +17.3% | +17.2% |
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