+950.6%
BSX vs LH
+601.8%
+348.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.3% | -5.8% |
| 7D | -6.4% | -0.8% | -5.6% | -6.3% |
| 30D | -8.8% | +2.0% | -10.8% | -9.2% |
| 3M | -7.6% | +24.3% | -31.9% | -11.9% |
| 6M | -37.0% | +21.1% | -58.0% | -39.6% |
| YTD | -52.8% | +30.4% | -83.3% | -55.6% |
| 1Y | -58.4% | +18.4% | -76.8% | -60.1% |
| 3Y | -16.5% | +65.5% | -82.0% | -25.9% |
| 5Y | -1.2% | +29.9% | -31.0% | -8.3% |
| 10Y | +83.7% | +186.6% | -102.9% | +42.9% |
| All | +950.6% | +601.8% | +348.8% | +481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling