+1,705.8%
GSK vs LSCC
+10,808.2%
-9,102.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | -1.8% | +1.3% | -3.1% | -2.0% |
| 30D | -2.2% | -9.7% | +7.5% | -1.4% |
| 3M | -1.8% | -23.7% | +21.9% | -0.2% |
| 6M | -10.6% | +26.5% | -37.1% | -13.4% |
| YTD | +4.4% | +57.5% | -53.1% | -1.1% |
| 1Y | +30.4% | +75.7% | -45.3% | +22.0% |
| 3Y | +60.1% | +19.5% | +40.6% | +51.0% |
| 5Y | +46.8% | +83.8% | -37.0% | +29.9% |
| 10Y | +79.2% | +1,772.4% | -1,693.2% | +23.4% |
| All | +1,705.8% | +10,808.2% | -9,102.4% | +584.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling