+142.9%
GSK vs LDOS
+494.7%
-351.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -1.8% | -5.4% | +3.6% | -0.6% |
| 30D | -2.2% | +4.9% | -7.1% | -3.3% |
| 3M | -1.8% | +7.2% | -9.0% | -3.7% |
| 6M | -10.6% | -24.2% | +13.6% | -5.4% |
| YTD | +4.4% | -25.8% | +30.2% | +10.3% |
| 1Y | +30.4% | -24.7% | +55.1% | +37.1% |
| 3Y | +60.1% | +39.3% | +20.8% | +42.8% |
| 5Y | +46.8% | +43.3% | +3.5% | +27.9% |
| 10Y | +79.2% | +278.6% | -199.3% | +19.9% |
| All | +142.9% | +494.7% | -351.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling