+32.2%
BMY vs LTH
+180.7%
-148.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.4% | +1.7% |
| 7D | +2.1% | -1.3% | +3.3% | +2.1% |
| 30D | +7.0% | +15.7% | -8.7% | +6.2% |
| 3M | -0.9% | +5.0% | -5.9% | -1.2% |
| 6M | +14.9% | +37.7% | -22.7% | +13.0% |
| YTD | +22.8% | +75.0% | -52.2% | +19.2% |
| 1Y | +36.2% | +82.6% | -46.4% | +31.9% |
| 3Y | +45.7% | +241.3% | -195.6% | +36.1% |
| 5Y | +31.3% | +135.4% | -104.2% | +23.1% |
| All | +32.2% | +180.7% | -148.5% | +24.2% |
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 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