+46.2%
AZN vs LTH
+150.5%
-104.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -1.2% |
| 30D | +1.1% | -5.3% | +6.3% | +1.6% |
| 3M | -12.1% | +19.0% | -31.1% | -13.7% |
| 6M | -17.1% | +55.8% | -72.9% | -20.8% |
| YTD | -12.0% | +56.1% | -68.1% | -16.0% |
| 1Y | -0.2% | +41.3% | -41.5% | -3.9% |
| 3Y | +26.8% | +156.6% | -129.9% | +14.3% |
| All | +46.2% | +150.5% | -104.2% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling