+49.3%
GSK vs LH
+64.5%
-15.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -4.2% | -0.8% | -3.3% | -3.9% |
| 30D | -7.5% | +2.0% | -9.5% | -8.1% |
| 3M | -3.3% | +24.3% | -27.5% | -9.5% |
| 6M | -9.3% | +21.1% | -30.4% | -14.6% |
| YTD | +1.6% | +30.4% | -28.9% | -6.6% |
| 1Y | +25.5% | +18.4% | +7.1% | +18.6% |
| 3Y | +49.3% | +65.5% | -16.2% | +29.4% |
| All | +49.3% | +64.5% | -15.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling