+93.1%
INCY vs LTH
+160.9%
-67.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.9% | -0.6% | +2.6% | +2.0% |
| 30D | +5.8% | -4.6% | +10.4% | +6.2% |
| 3M | +25.2% | +32.8% | -7.6% | +22.0% |
| 6M | +28.2% | +64.6% | -36.4% | +22.4% |
| YTD | +28.3% | +62.6% | -34.3% | +22.5% |
| 1Y | +48.3% | +49.9% | -1.6% | +42.5% |
| 3Y | +95.9% | +151.3% | -55.4% | +79.4% |
| All | +93.1% | +160.9% | -67.8% | +69.6% |
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 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