+50.0%
BMY vs LTH
+54.1%
-4.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | +5.0% | -4.6% | +9.6% | +5.2% |
| 3M | +19.4% | +32.8% | -13.4% | +17.5% |
| 6M | +9.5% | +64.6% | -55.1% | +6.2% |
| YTD | +28.1% | +62.6% | -34.6% | +23.9% |
| 1Y | +50.0% | +49.9% | 0.0% | +51.2% |
| All | +50.0% | +54.1% | -4.1% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling