+1,705.8%
GSK vs LEN
+10,533.4%
-8,827.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -1.8% | -3.2% | +1.4% | -1.4% |
| 30D | -2.2% | -4.9% | +2.7% | -1.6% |
| 3M | -1.8% | -8.5% | +6.7% | -0.9% |
| 6M | -10.6% | -20.7% | +10.0% | -8.3% |
| YTD | +4.4% | -17.4% | +21.8% | +6.4% |
| 1Y | +30.4% | -38.2% | +68.7% | +37.5% |
| 3Y | +60.1% | -24.9% | +84.9% | +63.0% |
| 5Y | +46.8% | -11.4% | +58.2% | +44.5% |
| 10Y | +79.2% | +110.0% | -30.8% | +52.7% |
| All | +1,705.8% | +10,533.4% | -8,827.6% | +797.8% |
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