-55.4%
BSX vs LTH
+54.1%
-109.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | -0.6% | +2.7% | +2.1% |
| 30D | +0.1% | -4.6% | +4.7% | +0.5% |
| 3M | -2.1% | +32.8% | -35.0% | -5.3% |
| 6M | -33.8% | +64.6% | -98.4% | -37.9% |
| YTD | -49.9% | +62.6% | -112.5% | -53.5% |
| 1Y | -55.4% | +49.9% | -105.4% | -58.9% |
| All | -55.4% | +54.1% | -109.6% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling