+85.8%
LSCC vs GME
+79.6%
+6.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.9% | +3.2% | +6.9% |
| 7D | +13.0% | +3.7% | +9.3% | +12.8% |
| 30D | -19.8% | +2.2% | -22.0% | -19.9% |
| 3M | -18.4% | +30.6% | -49.0% | -19.6% |
| 6M | -16.1% | -0.2% | -15.9% | -16.3% |
| YTD | +42.7% | +25.1% | +17.6% | +40.6% |
| 1Y | +68.0% | +17.7% | +50.3% | +66.0% |
| 3Y | +85.8% | +85.7% | +0.2% | +62.6% |
| All | +85.8% | +79.6% | +6.3% | +62.6% |
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 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