+1,870.1%
BMY vs LH
+1,382.1%
+488.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +0.4% | -2.5% | +2.8% | +0.7% |
| 30D | +5.0% | +4.3% | +0.7% | +4.4% |
| 3M | +19.4% | +25.5% | -6.1% | +15.8% |
| 6M | +9.5% | +17.0% | -7.4% | +7.2% |
| YTD | +28.1% | +31.3% | -3.2% | +23.4% |
| 1Y | +50.0% | +20.0% | +30.0% | +46.1% |
| 3Y | +24.1% | +63.9% | -39.8% | +15.8% |
| 5Y | +25.0% | +30.9% | -5.9% | +19.3% |
| 10Y | +68.7% | +191.4% | -122.7% | +43.5% |
| All | +1,870.1% | +1,382.1% | +488.0% | +1,225.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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