+30.9%
BMY vs LSCC
+33.9%
-3.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -5.5% | +7.3% | +1.9% |
| 7D | +2.1% | +7.0% | -4.9% | +1.9% |
| 30D | +7.0% | -2.3% | +9.3% | +7.0% |
| 3M | -0.9% | -12.5% | +11.6% | -0.6% |
| 6M | +14.9% | -10.6% | +25.5% | +14.7% |
| YTD | +22.8% | +52.7% | -29.9% | +20.1% |
| 1Y | +36.2% | +74.0% | -37.7% | +32.7% |
| 3Y | +45.7% | +104.8% | -59.1% | +40.0% |
| All | +30.9% | +33.9% | -3.1% | +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 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