+1,172.1%
LITE vs GSK
+63.2%
+1,108.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.6% |
| 7D | -35.9% | +1.7% | -37.6% | -35.7% |
| 30D | -51.5% | +7.0% | -58.6% | -50.8% |
| 3M | -35.7% | -2.7% | -33.1% | -35.3% |
| 6M | -43.0% | +1.4% | -44.4% | -42.5% |
| YTD | +46.1% | +5.3% | +40.8% | +49.8% |
| 1Y | +124.7% | +10.6% | +114.1% | +131.6% |
| 3Y | +1,172.1% | +62.6% | +1,109.5% | +1,143.1% |
| All | +1,172.1% | +63.2% | +1,108.9% | +1,143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling