+1,688.5%
GSK vs LH
+1,382.1%
+306.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | -1.8% | -2.5% | +0.6% | -1.5% |
| 30D | -2.2% | +4.3% | -6.5% | -2.8% |
| 3M | -1.8% | +25.5% | -27.3% | -4.9% |
| 6M | -10.6% | +17.0% | -27.6% | -12.6% |
| YTD | +4.4% | +31.3% | -26.8% | +0.4% |
| 1Y | +30.4% | +20.0% | +10.4% | +26.9% |
| 3Y | +60.1% | +63.9% | -3.8% | +48.8% |
| 5Y | +46.8% | +30.9% | +15.9% | +39.7% |
| 10Y | +79.2% | +191.4% | -112.2% | +51.0% |
| All | +1,688.5% | +1,382.1% | +306.4% | +1,016.2% |
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