+143.5%
LTH vs BMRN
-15.5%
+159.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -0.6% | +2.9% | -3.5% | -1.5% |
| 30D | -4.6% | +11.0% | -15.6% | -8.0% |
| 3M | +32.8% | +17.8% | +15.0% | +25.5% |
| 6M | +64.6% | +10.1% | +54.5% | +58.3% |
| YTD | +62.6% | +11.9% | +50.7% | +55.2% |
| 1Y | +49.9% | +17.2% | +32.7% | +39.8% |
| 3Y | +151.3% | -28.5% | +179.8% | +174.4% |
| All | +143.5% | -15.5% | +159.1% | +139.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling