+53.7%
GSK vs LTH
+156.3%
-102.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.6% |
| 7D | -4.2% | +1.5% | -5.7% | -4.3% |
| 30D | -7.5% | -3.1% | -4.5% | -7.4% |
| 3M | -3.3% | +28.1% | -31.4% | -4.9% |
| 6M | -9.3% | +67.4% | -76.7% | -12.4% |
| YTD | +1.6% | +59.8% | -58.2% | -1.7% |
| 1Y | +25.5% | +45.6% | -20.1% | +22.1% |
| 3Y | +49.3% | +162.0% | -112.7% | +37.5% |
| All | +53.7% | +156.3% | -102.6% | +36.7% |
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