+28.3%
BMY vs LTH
+157.9%
-129.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.3% |
| 3M | +19.4% | +32.8% | -13.4% | +17.2% |
| 6M | +9.5% | +64.6% | -55.1% | +5.9% |
| YTD | +28.1% | +62.6% | -34.6% | +23.8% |
| 1Y | +50.0% | +49.9% | 0.0% | +45.7% |
| All | +28.3% | +157.9% | -129.6% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling