+99.9%
LMT vs GSK
+44.4%
+55.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.9% | -1.4% |
| 7D | +5.1% | +1.1% | +4.0% | +4.9% |
| 30D | +14.1% | +6.3% | +7.8% | +13.1% |
| 3M | +0.3% | +1.8% | -1.5% | -0.1% |
| 6M | +16.1% | +1.7% | +14.4% | +15.7% |
| YTD | +25.5% | +6.5% | +18.9% | +24.0% |
| 1Y | +34.1% | +9.5% | +24.6% | +32.1% |
| 3Y | +45.1% | +65.3% | -20.2% | +33.9% |
| All | +99.9% | +44.4% | +55.4% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling