+5,308.1%
BDX vs LSCC
+10,808.2%
-5,500.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +24.4% | -23.7% | +48.1% | +26.1% |
| 6M | +9.2% | +26.5% | -17.3% | +6.2% |
| YTD | +22.7% | +57.5% | -34.8% | +17.3% |
| 1Y | +25.9% | +75.7% | -49.8% | +19.1% |
| 3Y | -10.5% | +19.5% | -29.9% | -14.7% |
| 5Y | +1.9% | +83.8% | -81.8% | -7.7% |
| 10Y | +58.7% | +1,772.4% | -1,713.7% | +18.2% |
| All | +5,308.1% | +10,808.2% | -5,500.2% | +2,886.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling