+45.6%
BMY vs LSCC
+57.8%
-12.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.8% | +4.0% |
| 7D | +6.0% | +3.0% | +3.0% | +6.1% |
| 30D | +9.1% | -19.3% | +28.4% | +9.5% |
| 3M | -2.6% | -22.3% | +19.7% | -2.1% |
| 6M | +13.1% | -14.6% | +27.7% | +11.8% |
| YTD | +23.0% | +45.8% | -22.7% | +14.8% |
| 1Y | +45.6% | +69.6% | -24.1% | +32.2% |
| All | +45.6% | +57.8% | -12.3% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling