-21.0%
BSX vs LH
+56.3%
-77.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.4% | +0.3% | -3.0% |
| 7D | -8.2% | -7.4% | -0.8% | -6.3% |
| 30D | -15.8% | -4.6% | -11.2% | -14.8% |
| 3M | -10.8% | +14.5% | -25.4% | -13.9% |
| 6M | -38.4% | +14.8% | -53.2% | -40.6% |
| YTD | -54.8% | +23.3% | -78.1% | -57.3% |
| 1Y | -59.0% | +13.6% | -72.6% | -60.5% |
| All | -21.0% | +56.3% | -77.3% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling