+92.2%
BDX vs LSCC
+1,498.6%
-1,406.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.4% | -9.5% | +0.1% |
| 7D | +2.5% | +14.5% | -11.9% | +1.3% |
| 30D | +13.6% | -0.1% | +13.6% | +13.2% |
| 3M | +18.9% | -2.7% | +21.6% | +18.5% |
| 6M | +51.8% | -4.8% | +56.6% | +50.2% |
| YTD | +43.3% | +66.9% | -23.5% | +33.4% |
| 1Y | +48.0% | +85.8% | -37.9% | +36.1% |
| 3Y | +23.7% | +115.6% | -91.9% | +8.7% |
| 5Y | +24.9% | +48.8% | -23.9% | +10.6% |
| 10Y | +92.2% | +1,490.3% | -1,398.1% | +16.9% |
| All | +92.2% | +1,498.6% | -1,406.3% | +16.9% |
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