+3.1%
BSX vs LTH
+156.3%
-153.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.6% |
| 7D | -6.4% | +1.5% | -8.0% | -6.6% |
| 30D | -8.8% | -3.1% | -5.7% | -8.4% |
| 3M | -7.6% | +28.1% | -35.8% | -11.1% |
| 6M | -37.0% | +67.4% | -104.4% | -42.0% |
| YTD | -52.8% | +59.8% | -112.6% | -56.4% |
| 1Y | -58.4% | +45.6% | -104.0% | -61.0% |
| 3Y | -16.5% | +162.0% | -178.5% | -28.8% |
| All | +3.1% | +156.3% | -153.2% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling