-8.6%
BDX vs LSCC
+20.0%
-28.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.6% |
| 30D | +8.3% | -9.7% | +17.9% | +8.9% |
| 3M | +24.4% | -23.7% | +48.1% | +26.1% |
| 6M | +9.2% | +26.5% | -17.3% | +4.9% |
| YTD | +22.7% | +57.5% | -34.8% | +15.6% |
| 1Y | +25.9% | +75.7% | -49.8% | +17.1% |
| All | -8.6% | +20.0% | -28.7% | -18.3% |
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