+3,712.1%
LITE vs GSK
+107.2%
+3,604.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.2% | +11.9% | +10.9% |
| 7D | +3.4% | -1.1% | +4.5% | +3.7% |
| 30D | -34.9% | +7.8% | -42.7% | -36.3% |
| 3M | -21.0% | +0.3% | -21.3% | -21.7% |
| 6M | -38.5% | +3.4% | -41.9% | -40.2% |
| YTD | +75.8% | +5.9% | +69.9% | +70.5% |
| 1Y | +156.7% | +8.2% | +148.5% | +147.0% |
| 3Y | +1,498.6% | +65.3% | +1,433.3% | +1,172.8% |
| 5Y | +610.9% | +43.3% | +567.6% | +492.4% |
| 10Y | +1,670.7% | +102.9% | +1,567.8% | +1,128.8% |
| All | +3,712.1% | +107.2% | +3,604.9% | +2,625.5% |
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