+162.1%
LTH vs BMRN
-27.3%
+189.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.2% | +1.9% |
| 7D | -1.3% | +2.1% | -3.4% | -1.9% |
| 30D | +15.7% | +3.8% | +11.9% | +14.4% |
| 3M | +5.0% | -16.5% | +21.5% | +10.6% |
| 6M | +37.7% | +6.9% | +30.8% | +33.2% |
| YTD | +75.0% | -3.7% | +78.7% | +74.5% |
| 1Y | +82.6% | +5.6% | +77.1% | +75.3% |
| 3Y | +241.3% | -31.4% | +272.7% | +271.8% |
| 5Y | +135.4% | -30.0% | +165.4% | +141.6% |
| All | +162.1% | -27.3% | +189.4% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling