-17.4%
BSX vs LTH
+241.8%
-259.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | 0.0% |
| 7D | +3.7% | -1.3% | +5.0% | +3.9% |
| 30D | +3.1% | +15.7% | -12.5% | +0.9% |
| 3M | -14.2% | +5.0% | -19.2% | -14.9% |
| 6M | -16.4% | +37.7% | -54.1% | -20.7% |
| YTD | -53.5% | +75.0% | -128.5% | -57.9% |
| 1Y | -57.8% | +82.6% | -140.4% | -62.0% |
| 3Y | -17.4% | +241.3% | -258.8% | -27.8% |
| All | -17.4% | +241.8% | -259.3% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling