+57.5%
BMY vs LSCC
+1,398.6%
-1,341.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.4% | -0.6% |
| 7D | -1.4% | +19.3% | -20.7% | -2.7% |
| 30D | +5.1% | -9.6% | +14.8% | +5.6% |
| 3M | -3.0% | -12.4% | +9.4% | -2.5% |
| 6M | +13.1% | -10.5% | +23.5% | +12.6% |
| YTD | +20.3% | +54.8% | -34.5% | +14.0% |
| 1Y | +39.0% | +79.4% | -40.4% | +30.0% |
| 3Y | +42.0% | +109.6% | -67.6% | +27.4% |
| 5Y | +28.5% | +40.4% | -11.8% | +16.2% |
| 10Y | +57.5% | +1,379.1% | -1,321.6% | -5.1% |
| All | +57.5% | +1,398.6% | -1,341.0% | -5.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling