+9.5%
GSK vs LH
+41.3%
-31.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | +6.3% | +16.7% | -10.4% | +1.6% |
| 3M | +1.8% | +15.1% | -13.3% | -2.4% |
| 6M | +1.7% | +46.3% | -44.7% | -9.9% |
| YTD | +6.5% | +48.8% | -42.2% | -7.3% |
| 1Y | +9.5% | +39.7% | -30.2% | -1.5% |
| All | +9.5% | +41.3% | -31.9% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling