+44.4%
GSK vs LH
+54.7%
-10.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +1.1% | +0.1% | +0.9% |
| 30D | +6.3% | +16.7% | -10.4% | +2.0% |
| 3M | +1.8% | +15.1% | -13.3% | -2.0% |
| 6M | +1.7% | +46.3% | -44.7% | -8.2% |
| YTD | +6.5% | +48.8% | -42.2% | -4.3% |
| 1Y | +9.5% | +39.7% | -30.2% | -0.1% |
| 3Y | +65.3% | +87.0% | -21.7% | +40.0% |
| All | +44.4% | +54.7% | -10.4% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling