+12.7%
GSK vs LSCC
+73.4%
-60.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.0% | +2.6% |
| 7D | +4.9% | +19.3% | -14.4% | +5.5% |
| 30D | +10.8% | -9.6% | +20.5% | +10.8% |
| 3M | -1.8% | -12.4% | +10.6% | -1.7% |
| 6M | +4.1% | -10.5% | +14.6% | +3.0% |
| YTD | +7.9% | +54.8% | -46.9% | 0.0% |
| All | +12.7% | +73.4% | -60.7% | +2.9% |
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