+52.6%
AZN vs LTH
+241.8%
-189.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | +13.8% | +15.7% | -1.8% | +12.0% |
| 3M | +17.3% | +5.0% | +12.3% | +16.5% |
| 6M | -1.7% | +37.7% | -39.4% | -5.2% |
| YTD | +1.4% | +75.0% | -73.7% | -4.8% |
| 1Y | +5.2% | +82.6% | -77.5% | -1.7% |
| 3Y | +52.6% | +241.3% | -188.7% | +36.4% |
| All | +52.6% | +241.8% | -189.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling