+1,533.3%
LITE vs GSK
+101.6%
+1,431.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +10.2% |
| 7D | -12.9% | +4.9% | -17.8% | -13.8% |
| 30D | -46.0% | +10.8% | -56.8% | -47.4% |
| 3M | -33.0% | -1.8% | -31.2% | -33.1% |
| 6M | -34.0% | +4.1% | -38.1% | -35.9% |
| YTD | +61.7% | +7.9% | +53.9% | +56.4% |
| 1Y | +148.3% | +14.4% | +133.8% | +135.7% |
| 3Y | +1,408.5% | +68.1% | +1,340.4% | +1,097.1% |
| 5Y | +546.2% | +47.7% | +498.5% | +433.8% |
| 10Y | +1,533.3% | +100.5% | +1,432.8% | +1,055.7% |
| All | +1,533.3% | +101.6% | +1,431.7% | +1,055.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling