+45.7%
AZN vs LTH
+150.3%
-104.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.8% |
| 7D | -3.1% | -3.7% | +0.6% | -2.7% |
| 30D | +0.6% | -5.3% | +5.9% | +1.1% |
| 3M | -10.8% | +24.2% | -35.0% | -12.7% |
| 6M | -18.1% | +54.8% | -73.0% | -21.7% |
| YTD | -12.3% | +56.1% | -68.3% | -16.2% |
| 1Y | -0.2% | +45.5% | -45.7% | -4.2% |
| 3Y | +23.4% | +155.9% | -132.5% | +11.2% |
| All | +45.7% | +150.3% | -104.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling