+103.6%
GSK vs LDOS
+248.5%
-144.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | +1.7% | -7.2% | +8.9% | +3.2% |
| 30D | +7.0% | +16.8% | -9.8% | +3.5% |
| 3M | -2.7% | -1.6% | -1.1% | -2.5% |
| 6M | +1.4% | -1.0% | +2.4% | +1.1% |
| YTD | +5.3% | -25.8% | +31.1% | +10.7% |
| 1Y | +10.6% | -31.1% | +41.7% | +18.2% |
| 3Y | +62.6% | +32.8% | +29.8% | +45.9% |
| 5Y | +41.7% | +49.4% | -7.7% | +21.4% |
| All | +103.6% | +248.5% | -144.8% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling