+1,742.6%
GSK vs LEN
+10,606.4%
-8,863.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | -5.8% | +6.9% | +1.9% |
| 30D | +6.3% | +13.7% | -7.4% | +4.6% |
| 3M | +1.8% | -3.9% | +5.7% | +2.1% |
| 6M | +1.7% | -0.4% | +2.0% | +1.3% |
| YTD | +6.5% | -16.8% | +23.4% | +8.3% |
| 1Y | +9.5% | -29.5% | +39.0% | +13.5% |
| 3Y | +65.3% | -25.6% | +90.9% | +68.4% |
| 5Y | +43.7% | -13.2% | +57.0% | +41.6% |
| 10Y | +104.1% | +138.5% | -34.4% | +71.1% |
| All | +1,742.6% | +10,606.4% | -8,863.8% | +813.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling