+1,408.5%
LITE vs GSK
+65.2%
+1,343.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +11.2% |
| 7D | -12.9% | +4.9% | -17.8% | -12.0% |
| 30D | -46.0% | +10.8% | -56.8% | -44.8% |
| 3M | -33.0% | -1.8% | -31.2% | -32.3% |
| 6M | -34.0% | +4.1% | -38.1% | -33.2% |
| YTD | +61.7% | +7.9% | +53.9% | +66.7% |
| 1Y | +148.3% | +14.4% | +133.8% | +157.7% |
| 3Y | +1,408.5% | +68.1% | +1,340.4% | +1,569.4% |
| All | +1,408.5% | +65.2% | +1,343.3% | +1,569.4% |
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