+25.1%
BDX vs LSCC
+99.6%
-74.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.3% |
| 7D | +2.9% | +7.0% | -4.1% | +2.5% |
| 30D | +15.4% | -2.3% | +17.7% | +15.4% |
| 3M | +20.5% | -12.5% | +33.0% | +21.0% |
| 6M | +53.2% | -10.6% | +63.8% | +52.1% |
| YTD | +45.7% | +52.7% | -7.0% | +36.7% |
| 1Y | +47.3% | +74.0% | -26.7% | +36.6% |
| 3Y | +25.1% | +104.8% | -79.7% | +12.3% |
| All | +25.1% | +99.6% | -74.6% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling