+542.4%
LITE vs GSK
+45.7%
+496.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | -13.9% | +5.2% | -19.1% | -13.7% |
| 30D | -46.9% | +10.2% | -57.1% | -46.7% |
| 3M | -28.0% | -0.9% | -27.1% | -27.7% |
| 6M | -35.2% | +3.5% | -38.7% | -35.3% |
| YTD | +58.9% | +7.2% | +51.6% | +59.6% |
| 1Y | +125.3% | +12.0% | +113.3% | +125.7% |
| 3Y | +1,344.4% | +67.3% | +1,277.1% | +1,271.1% |
| All | +542.4% | +45.7% | +496.7% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling