-16.5%
BSX vs LTH
+159.1%
-175.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.7% |
| 7D | -6.4% | +1.5% | -8.0% | -6.6% |
| 30D | -8.8% | -3.1% | -5.7% | -8.5% |
| 3M | -7.6% | +28.1% | -35.8% | -11.2% |
| 6M | -37.0% | +67.4% | -104.4% | -42.1% |
| YTD | -52.8% | +59.8% | -112.6% | -56.5% |
| 1Y | -58.4% | +45.6% | -104.0% | -61.1% |
| 3Y | -16.5% | +162.0% | -178.5% | -26.0% |
| All | -16.5% | +159.1% | -175.6% | -26.0% |
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