+76.7%
GSK vs LH
+179.1%
-102.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +0.1% |
| 7D | -5.4% | -7.4% | +2.0% | -3.5% |
| 30D | -4.6% | -4.6% | 0.0% | -3.4% |
| 3M | -5.1% | +14.5% | -19.6% | -8.6% |
| 6M | -11.4% | +14.8% | -26.2% | -14.8% |
| YTD | +0.7% | +23.3% | -22.5% | -5.0% |
| 1Y | +23.0% | +13.6% | +9.4% | +18.3% |
| 3Y | +48.0% | +56.3% | -8.4% | +30.0% |
| 5Y | +48.2% | +25.2% | +23.0% | +36.0% |
| All | +76.7% | +179.1% | -102.4% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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