+1,493.1%
LITE vs GSK
+105.0%
+1,388.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.5% | -5.0% | -4.6% |
| 7D | +10.8% | +1.1% | +9.6% | +10.5% |
| 30D | -33.4% | +6.3% | -39.8% | -34.5% |
| 3M | -32.2% | +1.8% | -34.0% | -33.0% |
| 6M | -42.1% | +1.7% | -43.8% | -43.3% |
| YTD | +61.9% | +6.5% | +55.3% | +56.9% |
| 1Y | +163.0% | +9.5% | +153.5% | +152.6% |
| 3Y | +1,358.0% | +65.3% | +1,292.7% | +1,060.7% |
| 5Y | +549.9% | +43.7% | +506.2% | +442.3% |
| All | +1,493.1% | +105.0% | +1,388.2% | +1,028.2% |
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