+49.2%
GSK vs LII
+25.3%
+23.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.8% |
| 30D | -2.2% | -12.6% | +10.4% | -0.7% |
| 3M | -1.8% | -24.4% | +22.6% | +0.9% |
| 6M | -10.6% | -28.7% | +18.1% | -7.7% |
| YTD | +4.4% | -19.1% | +23.6% | +6.1% |
| 1Y | +30.4% | -29.7% | +60.1% | +34.4% |
| 3Y | +60.1% | +4.8% | +55.3% | +55.0% |
| All | +49.2% | +25.3% | +23.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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