+49.2%
GSK vs LDOS
+43.9%
+5.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.8% | -5.4% | +3.6% | -1.2% |
| 30D | -2.2% | +4.9% | -7.1% | -2.8% |
| 3M | -1.8% | +7.2% | -9.0% | -2.9% |
| 6M | -10.6% | -24.2% | +13.6% | -8.3% |
| YTD | +4.4% | -25.8% | +30.2% | +7.0% |
| 1Y | +30.4% | -24.7% | +55.1% | +33.3% |
| 3Y | +60.1% | +39.3% | +20.8% | +50.2% |
| All | +49.2% | +43.9% | +5.3% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling