+20.1%
GSK vs LEN
-41.0%
+61.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.4% |
| 7D | -3.5% | -4.8% | +1.2% | -2.7% |
| 30D | -3.4% | -6.6% | +3.1% | -2.3% |
| 3M | -8.1% | -15.7% | +7.5% | -5.6% |
| 6M | -11.1% | -16.6% | +5.5% | -8.8% |
| YTD | +0.7% | -21.3% | +22.1% | +3.9% |
| 1Y | +20.1% | -42.0% | +62.2% | +28.1% |
| All | +20.1% | -41.0% | +61.1% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling