+5,083.9%
LITE vs GSK
+104.3%
+4,979.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | -1.5% | -1.8% | +0.3% | -1.1% |
| 30D | +6.7% | -2.2% | +8.8% | +7.0% |
| 3M | -6.8% | -1.8% | -4.9% | -7.3% |
| 6M | +29.4% | -10.6% | +40.1% | +32.5% |
| YTD | +139.1% | +4.4% | +134.7% | +133.8% |
| 1Y | +521.0% | +30.4% | +490.6% | +465.3% |
| 3Y | +1,535.3% | +60.1% | +1,475.2% | +1,223.1% |
| 5Y | +889.8% | +46.8% | +843.0% | +714.5% |
| 10Y | +2,400.7% | +79.2% | +2,321.5% | +1,715.2% |
| All | +5,083.9% | +104.3% | +4,979.5% | +3,639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling