+64.3%
GSK vs LSCC
+118.1%
-53.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.4% | -11.6% | -1.6% |
| 7D | -1.1% | +14.5% | -15.5% | -1.6% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +0.3% | -2.7% | +3.0% | +0.2% |
| 6M | +3.4% | -4.8% | +8.2% | +2.8% |
| YTD | +5.9% | +66.9% | -60.9% | -0.1% |
| 1Y | +8.2% | +85.8% | -77.6% | +1.1% |
| All | +64.3% | +118.1% | -53.8% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling