+222.0%
LHX vs GSK
+80.1%
+142.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -4.3% | -3.5% | -0.7% | -3.1% |
| 30D | -15.1% | -3.4% | -11.7% | -14.2% |
| 3M | -21.0% | -8.1% | -12.8% | -18.8% |
| 6M | -32.0% | -11.1% | -20.9% | -29.4% |
| YTD | -15.3% | +0.7% | -16.1% | -16.2% |
| 1Y | -11.1% | +20.1% | -31.2% | -17.4% |
| 3Y | +54.0% | +46.1% | +7.9% | +29.2% |
| 5Y | +17.1% | +48.2% | -31.1% | -5.9% |
| All | +222.0% | +80.1% | +142.0% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling