+27.3%
BDX vs LTH
+174.8%
-147.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.0% |
| 7D | +1.0% | -4.6% | +5.6% | +1.5% |
| 30D | +15.1% | +14.8% | +0.3% | +13.4% |
| 3M | +18.2% | +3.9% | +14.3% | +17.6% |
| 6M | +48.1% | +35.5% | +12.6% | +43.1% |
| YTD | +44.1% | +71.3% | -27.2% | +35.2% |
| 1Y | +46.4% | +75.7% | -29.3% | +36.9% |
| 3Y | +24.4% | +231.9% | -207.6% | +8.1% |
| 5Y | +26.1% | +130.5% | -104.4% | +6.8% |
| All | +27.3% | +174.8% | -147.6% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling