+145.4%
GSK vs LDOS
+509.1%
-363.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +3.6% | -3.7% | +7.2% | +4.4% |
| 30D | +8.2% | +16.4% | -8.2% | +4.4% |
| 3M | -1.2% | +7.4% | -8.6% | -3.0% |
| 6M | +1.9% | -0.3% | +2.2% | +1.3% |
| YTD | +5.5% | -24.0% | +29.5% | +10.7% |
| 1Y | +11.8% | -29.6% | +41.4% | +19.3% |
| 3Y | +64.5% | +35.1% | +29.4% | +47.8% |
| 5Y | +41.9% | +52.9% | -11.0% | +21.7% |
| 10Y | +105.1% | +262.2% | -157.2% | +38.7% |
| All | +145.4% | +509.1% | -363.6% | +39.7% |
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 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