+81.0%
BSX vs LH
+183.3%
-102.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | -10.1% | -4.7% | -5.4% | -8.3% |
| 30D | -16.4% | -3.5% | -12.9% | -15.2% |
| 3M | -8.9% | +17.7% | -26.6% | -14.9% |
| 6M | -38.3% | +15.8% | -54.0% | -42.1% |
| YTD | -54.9% | +25.1% | -80.0% | -59.2% |
| 1Y | -58.8% | +12.5% | -71.3% | -61.1% |
| 3Y | -21.2% | +59.8% | -81.0% | -37.2% |
| 5Y | -3.3% | +27.1% | -30.4% | -16.4% |
| All | +81.0% | +183.3% | -102.3% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling