+521.0%
LITE vs GSK
+31.2%
+489.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.0% |
| 7D | -1.5% | -1.8% | +0.3% | -1.6% |
| 30D | +6.7% | -2.2% | +8.8% | +6.7% |
| 3M | -6.8% | -1.8% | -4.9% | -7.4% |
| 6M | +29.4% | -10.6% | +40.1% | +35.1% |
| YTD | +139.1% | +4.4% | +134.7% | +143.0% |
| 1Y | +521.0% | +30.4% | +490.6% | +492.7% |
| All | +521.0% | +31.2% | +489.8% | +492.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling