+38.2%
REGN vs LTH
+45.2%
-6.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.0% | -1.6% | -5.0% |
| 30D | -2.0% | -5.3% | +3.3% | -1.3% |
| 3M | +28.0% | +19.0% | +8.9% | +24.4% |
| 6M | +1.2% | +55.8% | -54.6% | -5.1% |
| YTD | +1.6% | +56.1% | -54.5% | -4.7% |
| 1Y | +38.2% | +41.3% | -3.0% | +40.2% |
| All | +38.2% | +45.2% | -6.9% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling