+38.8%
BMY vs LTH
+85.5%
-46.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +1.8% | +6.4% | -4.6% | +1.2% |
| 30D | +6.2% | +16.7% | -10.5% | +4.9% |
| 3M | -2.1% | +11.7% | -13.8% | -3.2% |
| 6M | +14.3% | +48.5% | -34.3% | +11.4% |
| YTD | +21.6% | +78.4% | -56.8% | +16.3% |
| 1Y | +38.8% | +89.7% | -50.9% | +29.8% |
| All | +38.8% | +85.5% | -46.7% | +29.8% |
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 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