+5.0%
BDX vs LTH
+156.3%
-151.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.3% | -2.9% |
| 7D | -4.3% | +1.5% | -5.8% | -4.4% |
| 30D | +1.3% | -3.1% | +4.3% | +1.6% |
| 3M | +20.2% | +28.1% | -7.9% | +17.0% |
| 6M | +8.6% | +67.4% | -58.8% | +2.3% |
| YTD | +19.0% | +59.8% | -40.8% | +12.5% |
| 1Y | +21.2% | +45.6% | -24.4% | +15.6% |
| 3Y | -9.7% | +162.0% | -171.7% | -19.9% |
| All | +5.0% | +156.3% | -151.3% | -11.0% |
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 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