-4.1%
LHX vs GSK
+31.2%
-35.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -2.0% | -1.8% | -0.1% | -1.5% |
| 30D | -9.9% | -2.2% | -7.8% | -9.5% |
| 3M | -16.5% | -1.8% | -14.7% | -16.0% |
| 6M | -29.6% | -10.6% | -19.0% | -28.4% |
| YTD | -11.6% | +4.4% | -16.0% | -11.9% |
| 1Y | -4.1% | +30.4% | -34.5% | -6.9% |
| All | -4.1% | +31.2% | -35.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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