+88.0%
BDX vs LSCC
+1,398.6%
-1,310.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.4% | -6.9% | +0.9% |
| 7D | +8.4% | +19.3% | -10.9% | +6.7% |
| 30D | +17.1% | -9.6% | +26.8% | +17.8% |
| 3M | +22.4% | -12.4% | +34.8% | +23.1% |
| 6M | +45.9% | -10.5% | +56.4% | +45.1% |
| YTD | +43.8% | +54.8% | -11.0% | +34.7% |
| 1Y | +57.8% | +79.4% | -21.6% | +45.5% |
| 3Y | +25.4% | +109.6% | -84.2% | +10.4% |
| 5Y | +26.0% | +40.4% | -14.4% | +12.0% |
| 10Y | +88.0% | +1,379.1% | -1,291.1% | +13.3% |
| All | +88.0% | +1,398.6% | -1,310.6% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling