+76.7%
GSK vs LEN
+108.0%
-31.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -3.5% | -4.8% | +1.2% | -2.8% |
| 30D | -3.4% | -6.6% | +3.1% | -2.4% |
| 3M | -8.1% | -15.7% | +7.5% | -5.9% |
| 6M | -11.1% | -16.6% | +5.5% | -9.0% |
| YTD | +0.7% | -21.3% | +22.1% | +3.9% |
| 1Y | +20.1% | -42.0% | +62.2% | +29.5% |
| 3Y | +46.1% | -27.9% | +74.0% | +50.3% |
| 5Y | +48.2% | -10.7% | +58.9% | +44.6% |
| All | +76.7% | +108.0% | -31.3% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling