+9.6%
BSX vs LTH
+160.9%
-151.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -2.1% | +32.8% | -35.0% | -6.4% |
| 6M | -33.8% | +64.6% | -98.4% | -38.9% |
| YTD | -49.9% | +62.6% | -112.5% | -53.8% |
| 1Y | -55.4% | +49.9% | -105.4% | -58.5% |
| 3Y | -10.9% | +151.3% | -162.2% | -23.5% |
| All | +9.6% | +160.9% | -151.3% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling