+63.2%
GSK vs LTH
+183.0%
-119.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +4.9% | +7.0% | -2.1% | +4.4% |
| 30D | +10.8% | +15.4% | -4.6% | +9.8% |
| 3M | -1.8% | +7.0% | -8.8% | -2.3% |
| 6M | +4.1% | +46.9% | -42.7% | +1.4% |
| YTD | +7.9% | +76.4% | -68.5% | +3.7% |
| 1Y | +14.4% | +83.7% | -69.3% | +9.6% |
| 3Y | +68.1% | +248.9% | -180.8% | +51.9% |
| 5Y | +47.7% | +141.8% | -94.2% | +30.8% |
| All | +63.2% | +183.0% | -119.8% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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