+3,068.2%
LITE vs GSK
+106.1%
+2,962.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.7% |
| 7D | -35.9% | +1.7% | -37.6% | -36.2% |
| 30D | -51.5% | +7.0% | -58.6% | -52.5% |
| 3M | -35.7% | -2.7% | -33.1% | -35.8% |
| 6M | -43.0% | +1.4% | -44.4% | -44.3% |
| YTD | +46.1% | +5.3% | +40.8% | +41.8% |
| 1Y | +124.7% | +10.6% | +114.1% | +114.6% |
| 3Y | +1,172.1% | +62.6% | +1,109.5% | +919.5% |
| 5Y | +477.0% | +41.7% | +435.3% | +382.9% |
| 10Y | +1,465.7% | +104.7% | +1,360.9% | +981.8% |
| All | +3,068.2% | +106.1% | +2,962.1% | +2,167.5% |
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