+100.5%
GSK vs LSCC
+1,398.6%
-1,298.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +1.8% |
| 7D | +4.9% | +19.3% | -14.4% | +3.6% |
| 30D | +10.8% | -9.6% | +20.5% | +11.3% |
| 3M | -1.8% | -12.4% | +10.6% | -1.4% |
| 6M | +4.1% | -10.5% | +14.6% | +3.7% |
| YTD | +7.9% | +54.8% | -46.9% | +2.1% |
| 1Y | +14.4% | +79.4% | -64.9% | +6.9% |
| 3Y | +68.1% | +109.6% | -41.5% | +51.8% |
| 5Y | +47.7% | +40.4% | +7.3% | +33.8% |
| 10Y | +100.5% | +1,379.1% | -1,278.6% | +49.4% |
| All | +100.5% | +1,398.6% | -1,298.1% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling