+14.2%
LMT vs GSK
+21.8%
-7.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | -13.1% | -3.4% | -9.6% | -12.7% |
| 3M | -3.9% | -8.1% | +4.3% | -2.6% |
| 6M | -18.3% | -11.1% | -7.1% | -17.2% |
| YTD | +10.3% | +0.7% | +9.6% | +10.4% |
| 1Y | +14.2% | +20.1% | -5.9% | +12.4% |
| All | +14.2% | +21.8% | -7.6% | +12.4% |
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 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