+30.4%
GSK vs LSCC
+72.9%
-42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.0% |
| 7D | -1.8% | +1.3% | -3.1% | -1.8% |
| 30D | -2.2% | -9.7% | +7.5% | -2.0% |
| 3M | -1.8% | -23.7% | +21.9% | -1.0% |
| 6M | -10.6% | +26.5% | -37.1% | -14.6% |
| YTD | +4.4% | +57.5% | -53.1% | -2.6% |
| 1Y | +30.4% | +75.7% | -45.3% | +18.0% |
| All | +30.4% | +72.9% | -42.5% | +18.0% |
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