+64.4%
GSK vs LEN
-25.9%
+90.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.6% |
| 7D | +0.5% | -8.7% | +9.2% | +2.0% |
| 30D | +9.4% | +11.6% | -2.1% | +7.3% |
| 3M | +1.6% | -1.3% | +2.8% | +1.5% |
| 6M | +1.3% | -1.4% | +2.7% | +1.0% |
| YTD | +6.0% | -16.9% | +22.9% | +8.1% |
| 1Y | +9.1% | -31.2% | +40.2% | +14.5% |
| All | +64.4% | -25.9% | +90.3% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling