+7,679.3%
LHX vs GSK
+1,657.0%
+6,022.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.5% |
| 7D | -2.5% | -4.2% | +1.7% | -1.3% |
| 30D | -10.4% | -7.5% | -2.8% | -8.4% |
| 3M | -14.9% | -3.3% | -11.7% | -14.2% |
| 6M | -29.6% | -9.3% | -20.3% | -27.7% |
| YTD | -11.8% | +1.6% | -13.4% | -12.7% |
| 1Y | -5.1% | +25.5% | -30.6% | -11.9% |
| 3Y | +61.3% | +49.3% | +12.1% | +39.7% |
| 5Y | +22.4% | +46.7% | -24.3% | +4.7% |
| 10Y | +232.2% | +76.8% | +155.4% | +167.6% |
| All | +7,679.3% | +1,657.0% | +6,022.4% | +3,628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling