+229.1%
GSK vs LII
+3,124.4%
-2,895.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -2.2% | -12.6% | +10.4% | -0.1% |
| 3M | -1.8% | -24.4% | +22.6% | +2.1% |
| 6M | -10.6% | -28.7% | +18.1% | -6.5% |
| YTD | +4.4% | -19.1% | +23.6% | +6.9% |
| 1Y | +30.4% | -29.7% | +60.1% | +36.3% |
| 3Y | +60.1% | +4.8% | +55.3% | +53.9% |
| 5Y | +46.8% | +24.6% | +22.2% | +34.9% |
| 10Y | +79.2% | +169.2% | -90.0% | +41.8% |
| All | +229.1% | +3,124.4% | -2,895.3% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling