+32.9%
BMY vs LTH
+152.0%
-119.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -4.8% | -4.0% | -0.8% | -4.6% |
| 30D | -0.7% | -1.7% | +1.0% | -0.6% |
| 3M | +15.3% | +28.0% | -12.7% | +13.9% |
| 6M | +8.5% | +54.1% | -45.5% | +6.1% |
| YTD | +23.4% | +57.1% | -33.6% | +20.5% |
| 1Y | +42.9% | +45.8% | -2.9% | +39.9% |
| 3Y | +22.0% | +157.6% | -135.6% | +15.2% |
| All | +32.9% | +152.0% | -119.1% | +25.5% |
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