+30.9%
BMY vs LTH
+186.2%
-155.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +1.8% | +6.4% | -4.6% | +1.4% |
| 30D | +6.2% | +16.7% | -10.5% | +5.4% |
| 3M | -2.1% | +11.7% | -13.8% | -2.8% |
| 6M | +14.3% | +48.5% | -34.3% | +11.9% |
| YTD | +21.6% | +78.4% | -56.8% | +17.9% |
| 1Y | +38.8% | +89.7% | -50.9% | +34.1% |
| 3Y | +42.9% | +245.6% | -202.7% | +33.5% |
| 5Y | +30.1% | +142.7% | -112.6% | +21.8% |
| All | +30.9% | +186.2% | -155.3% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling