+28.6%
BDX vs LTH
+180.7%
-152.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | +2.9% | -1.3% | +4.2% | +3.0% |
| 30D | +15.4% | +15.7% | -0.2% | +13.6% |
| 3M | +20.5% | +5.0% | +15.5% | +19.8% |
| 6M | +53.2% | +37.7% | +15.5% | +47.7% |
| YTD | +45.7% | +75.0% | -29.3% | +36.3% |
| 1Y | +47.3% | +82.6% | -35.4% | +37.1% |
| 3Y | +25.1% | +241.3% | -216.3% | +8.4% |
| 5Y | +27.4% | +135.4% | -108.0% | +7.6% |
| All | +28.6% | +180.7% | -152.1% | +7.9% |
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