+48.2%
REGN vs LTH
+156.3%
-108.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.9% |
| 7D | -1.6% | +1.5% | -3.2% | -1.8% |
| 30D | +3.4% | -3.1% | +6.5% | +3.7% |
| 3M | +32.7% | +28.1% | +4.6% | +29.0% |
| 6M | +6.9% | +67.4% | -60.5% | +0.9% |
| YTD | +5.4% | +59.8% | -54.4% | -0.2% |
| 1Y | +45.8% | +45.6% | +0.3% | +39.3% |
| 3Y | -1.5% | +162.0% | -163.5% | -12.2% |
| All | +48.2% | +156.3% | -108.1% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling