+129.4%
INCY vs LTH
+253.6%
-124.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.4% |
| 7D | +2.3% | +6.4% | -4.1% | +1.5% |
| 30D | +6.7% | +16.7% | -10.1% | +4.7% |
| 3M | -1.0% | +11.7% | -12.7% | -2.4% |
| 6M | +22.1% | +48.5% | -26.5% | +16.8% |
| YTD | +21.8% | +78.4% | -56.6% | +14.2% |
| 1Y | +13.5% | +89.7% | -76.2% | +5.9% |
| 3Y | +129.4% | +245.6% | -116.2% | +111.7% |
| All | +129.4% | +253.6% | -124.2% | +111.7% |
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 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