+8.4%
BDX vs LTH
+160.9%
-152.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | +8.3% | -4.6% | +12.8% | +8.7% |
| 3M | +24.4% | +32.8% | -8.4% | +20.6% |
| 6M | +9.2% | +64.6% | -55.4% | +3.0% |
| YTD | +22.7% | +62.6% | -39.9% | +15.8% |
| 1Y | +25.9% | +49.9% | -24.1% | +19.7% |
| 3Y | -10.5% | +151.3% | -161.8% | -20.3% |
| All | +8.4% | +160.9% | -152.5% | -8.4% |
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 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