+133.7%
LTH vs BMRN
-16.8%
+150.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.4% | -1.2% |
| 7D | -3.7% | -1.4% | -2.4% | -3.3% |
| 30D | -5.3% | -5.8% | +0.5% | -3.7% |
| 3M | +24.2% | +16.6% | +7.6% | +17.8% |
| 6M | +54.8% | +7.6% | +47.2% | +50.0% |
| YTD | +56.1% | +10.2% | +45.8% | +49.6% |
| 1Y | +45.5% | +20.2% | +25.3% | +34.3% |
| 3Y | +155.9% | -27.4% | +183.3% | +176.5% |
| All | +133.7% | -16.8% | +150.5% | +130.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling