-5.4%
REGN vs LTH
+153.8%
-159.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -5.6% | -4.0% | -1.6% | -5.1% |
| 30D | -2.0% | -5.3% | +3.3% | -1.3% |
| 3M | +28.0% | +19.0% | +8.9% | +25.1% |
| 6M | +1.2% | +55.8% | -54.6% | -4.4% |
| YTD | +1.6% | +56.1% | -54.5% | -4.1% |
| 1Y | +38.2% | +41.3% | -3.0% | +31.8% |
| 3Y | -5.4% | +156.6% | -162.0% | -16.1% |
| All | -5.4% | +153.8% | -159.2% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling