U.K. stocks performed better during Margaret Thatcher's tenure compared to any other period of time over the last 50 years, delivering over 263 percent cumulative returns, according to research by Fidelity Investments.
On the day Thatcher, nicknamed the "Iron Lady", took office the FTSE All Share closed at 283.82, climbing to 1031.25 over the course of her 11 year premiership.
During Thatcher's three consecutive terms in office, between 1979 and 1990, the FTSE All Share delivered annualized returns of 11.79 percent.
Thatcher transformed the British economy through policies such as privatization, tax cuts and "big bang" financial reforms.
(Read More: Krugman Takes on Thatcher Legacy as Debate Rages)
During her successor John Major's premiership between 1990 and 1997, the FTSE delivered annualized returns of 12.04 percent.
The benchmark index delivered annualized returns of just 4.54 percent during Tony Blair's 10 years in office.
U.K. stocks had the worst run during Prime Minister Gordon Brown's tenure. The Labour Party leader, was in office just under three years between 2007 and 2010, and his tenure coincided with the demise of Lehman Brothers and the 2008 global financial crisis. The FTSE lost 18.2 percent cumulatively in this period.
The index has returned 13.52 percent under current Prime Minister David Cameron's tenure over the past three years.
(Read More: Did Thatcher's Reforms Pave Way for Euro Zone?)