-53.6%
BSX vs LH
+44.2%
-97.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.9% | +1.4% | +4.7% |
| 7D | +8.0% | +2.1% | +5.9% | +7.6% |
| 30D | +8.1% | +19.2% | -11.1% | +4.4% |
| 3M | -6.7% | +18.0% | -24.7% | -9.8% |
| 6M | -19.4% | +46.1% | -65.5% | -25.7% |
| YTD | -51.9% | +47.7% | -99.6% | -56.1% |
| 1Y | -53.6% | +47.2% | -100.9% | -58.0% |
| All | -53.6% | +44.2% | -97.9% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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