-3.4%
BDX vs LSCC
+85.6%
-89.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.4% | -3.1% |
| 7D | -4.3% | +5.2% | -9.5% | -4.6% |
| 30D | +1.3% | -9.6% | +10.9% | +1.8% |
| 3M | +20.2% | -17.8% | +38.0% | +21.2% |
| 6M | +8.6% | +37.4% | -28.8% | +4.5% |
| YTD | +19.0% | +59.7% | -40.7% | +13.1% |
| 1Y | +21.2% | +76.2% | -55.1% | +14.1% |
| 3Y | -9.7% | +28.2% | -37.9% | -15.6% |
| 5Y | -3.4% | +87.2% | -90.6% | -16.9% |
| All | -3.4% | +85.6% | -89.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling