+48.9%
LSCC vs GME
-49.4%
+98.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.3% |
| 7D | +14.5% | +1.6% | +12.8% | +14.3% |
| 30D | -0.1% | -6.2% | +6.1% | +0.7% |
| 3M | -2.7% | +35.8% | -38.4% | -6.3% |
| 6M | -4.8% | +10.3% | -15.1% | -6.2% |
| YTD | +66.9% | +27.2% | +39.6% | +60.9% |
| 1Y | +85.8% | +19.1% | +66.7% | +80.5% |
| 3Y | +115.6% | +103.7% | +11.8% | +51.5% |
| All | +48.9% | -49.4% | +98.3% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling