+1,119.0%
LNG vs GSK
+1,037.9%
+81.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.7% | -3.5% | -1.2% | -3.6% |
| 30D | +3.8% | -3.4% | +7.3% | +4.8% |
| 3M | +16.2% | -8.1% | +24.3% | +18.8% |
| 6M | +11.7% | -11.1% | +22.8% | +14.7% |
| YTD | +44.2% | +0.7% | +43.5% | +41.8% |
| 1Y | +18.6% | +20.1% | -1.6% | +9.8% |
| 3Y | +77.4% | +46.1% | +31.3% | +50.4% |
| 5Y | +232.3% | +48.2% | +184.0% | +175.1% |
| 10Y | +550.1% | +80.1% | +470.1% | +393.9% |
| All | +1,119.0% | +1,037.9% | +81.1% | +903.6% |
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