+13.1%
GSK vs LSCC
+57.8%
-44.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.8% | +5.1% |
| 7D | +4.9% | +3.0% | +2.0% | +5.1% |
| 30D | +9.9% | -19.3% | +29.2% | +9.7% |
| 3M | +0.2% | -22.3% | +22.4% | +0.3% |
| 6M | +2.3% | -14.6% | +16.9% | +0.9% |
| YTD | +7.1% | +45.8% | -38.7% | -1.1% |
| 1Y | +13.1% | +69.6% | -56.5% | +1.4% |
| All | +13.1% | +57.8% | -44.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling