+11,275.8%
LMT vs GSK
+1,705.8%
+9,570.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -6.3% | -1.8% | -4.4% | -5.9% |
| 30D | -8.5% | -2.2% | -6.3% | -8.1% |
| 3M | +1.8% | -1.8% | +3.6% | +2.1% |
| 6M | -19.9% | -10.6% | -9.3% | -18.0% |
| YTD | +10.6% | +4.4% | +6.1% | +8.9% |
| 1Y | +17.9% | +30.4% | -12.5% | +10.1% |
| 3Y | +27.0% | +60.1% | -33.1% | +11.4% |
| 5Y | +68.7% | +46.8% | +21.9% | +49.2% |
| 10Y | +181.1% | +79.2% | +101.9% | +136.2% |
| All | +11,275.8% | +1,705.8% | +9,570.0% | +5,921.1% |
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