+155.3%
LITE vs GSK
+9.7%
+145.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +10.2% |
| 7D | +3.4% | -1.1% | +4.5% | +2.8% |
| 30D | -34.9% | +7.8% | -42.7% | -32.9% |
| 3M | -21.0% | +0.3% | -21.3% | -19.4% |
| 6M | -38.5% | +3.4% | -41.9% | -39.0% |
| YTD | +75.8% | +5.9% | +69.9% | +84.8% |
| All | +155.3% | +9.7% | +145.6% | +173.9% |
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