+1,724.8%
GSK vs LH
+1,579.7%
+145.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +1.1% | +0.1% | +1.0% |
| 30D | +6.3% | +16.7% | -10.4% | +4.0% |
| 3M | +1.8% | +15.1% | -13.3% | -0.3% |
| 6M | +1.7% | +46.3% | -44.7% | -3.7% |
| YTD | +6.5% | +48.8% | -42.2% | +0.6% |
| 1Y | +9.5% | +39.7% | -30.2% | +4.3% |
| 3Y | +65.3% | +87.0% | -21.7% | +50.7% |
| 5Y | +43.7% | +53.0% | -9.3% | +33.7% |
| 10Y | +104.1% | +264.3% | -160.2% | +67.0% |
| All | +1,724.8% | +1,579.7% | +145.1% | +1,017.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling