+60.4%
GSK vs LTH
+174.8%
-114.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.2% | +0.4% |
| 7D | +0.5% | -4.6% | +5.1% | +0.8% |
| 30D | +9.4% | +14.8% | -5.4% | +8.4% |
| 3M | +1.6% | +3.9% | -2.3% | +1.3% |
| 6M | +1.3% | +35.5% | -34.2% | -0.8% |
| YTD | +6.0% | +71.3% | -65.3% | +2.0% |
| 1Y | +9.1% | +75.7% | -66.6% | +4.8% |
| 3Y | +65.4% | +231.9% | -166.5% | +50.0% |
| 5Y | +43.0% | +130.5% | -87.5% | +27.0% |
| All | +60.4% | +174.8% | -114.5% | +41.9% |
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