+12.0%
GSK vs LDOS
-29.6%
+41.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +5.2% | +1.9% | +3.3% | +5.0% |
| 30D | +10.2% | +12.8% | -2.6% | +8.9% |
| 3M | -0.9% | -1.0% | +0.1% | -0.9% |
| 6M | +3.5% | +6.2% | -2.7% | +1.8% |
| YTD | +7.2% | -23.2% | +30.4% | +3.7% |
| 1Y | +12.0% | -29.5% | +41.5% | +10.5% |
| All | +12.0% | -29.6% | +41.6% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling