+44.1%
GSK vs LTH
+142.9%
-98.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | +1.7% | +4.5% | -2.8% | +1.3% |
| 30D | +7.0% | +16.3% | -9.3% | +5.9% |
| 3M | -2.7% | +8.4% | -11.0% | -3.2% |
| 6M | +1.4% | +40.3% | -38.9% | -0.9% |
| YTD | +5.3% | +77.3% | -71.9% | +1.2% |
| 1Y | +10.6% | +88.0% | -77.3% | +5.8% |
| 3Y | +62.6% | +274.3% | -211.7% | +46.0% |
| All | +44.1% | +142.9% | -98.8% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling